CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 692-0 704-0 12-0 1.7% 691-2
High 705-0 704-2 -0-6 -0.1% 705-0
Low 692-0 694-0 2-0 0.3% 679-0
Close 705-4 697-2 -8-2 -1.2% 697-2
Range 13-0 10-2 -2-6 -21.2% 26-0
ATR 14-2 14-1 -0-2 -1.4% 0-0
Volume 4,521 7,099 2,578 57.0% 17,981
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 729-2 723-4 702-7
R3 719-0 713-2 700-1
R2 708-6 708-6 699-1
R1 703-0 703-0 698-2 700-6
PP 698-4 698-4 698-4 697-3
S1 692-6 692-6 696-2 690-4
S2 688-2 688-2 695-3
S3 678-0 682-4 694-3
S4 667-6 672-2 691-5
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 771-6 760-4 711-4
R3 745-6 734-4 704-3
R2 719-6 719-6 702-0
R1 708-4 708-4 699-5 714-1
PP 693-6 693-6 693-6 696-4
S1 682-4 682-4 694-7 688-1
S2 667-6 667-6 692-4
S3 641-6 656-4 690-1
S4 615-6 630-4 683-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 705-0 679-0 26-0 3.7% 11-6 1.7% 70% False False 4,670
10 705-0 665-0 40-0 5.7% 12-2 1.8% 81% False False 4,830
20 705-0 631-6 73-2 10.5% 13-0 1.9% 89% False False 4,962
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 747-6
2.618 731-1
1.618 720-7
1.000 714-4
0.618 710-5
HIGH 704-2
0.618 700-3
0.500 699-1
0.382 697-7
LOW 694-0
0.618 687-5
1.000 683-6
1.618 677-3
2.618 667-1
4.250 650-4
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 699-1 695-5
PP 698-4 694-1
S1 697-7 692-4

These figures are updated between 7pm and 10pm EST after a trading day.

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