CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	683-2	691-2	8-0	1.2%	691-2
High	687-4	702-2	14-6	2.1%	705-0
Low	683-2	691-2	8-0	1.2%	679-0
Close	688-4	704-6	16-2	2.4%	697-2
Range	4-2	11-0	6-6	158.8%	26-0
ATR	14-1	14-0	0-0	-0.2%	0-0
Volume	6,424	5,698	-726	-11.3%	17,981

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	732-3	729-5	710-6
R3	721-3	718-5	707-6
R2	710-3	710-3	706-6
R1	707-5	707-5	705-6	709-0
PP	699-3	699-3	699-3	700-1
S1	696-5	696-5	703-6	698-0
S2	688-3	688-3	702-6
S3	677-3	685-5	701-6
S4	666-3	674-5	698-6

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	678-4	26-4	3.8%	8-7	1.3%	99%	False	False	6,025
10	705-0	672-0	33-0	4.7%	9-3	1.3%	99%	False	False	5,144
20	705-0	631-6	73-2	10.4%	11-6	1.7%	100%	False	False	5,105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	749-0
2.618	731-0
1.618	720-0
1.000	713-2
0.618	709-0
HIGH	702-2
0.618	698-0
0.500	696-6
0.382	695-4
LOW	691-2
0.618	684-4
1.000	680-2
1.618	673-4
2.618	662-4
4.250	644-4

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	702-1	700-0
PP	699-3	695-1
S1	696-6	690-3

Download as Excel Spreadsheet

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

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