CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 09-Jun-2011

Day Change Summary
	Previous	Current
	08-Jun-2011	09-Jun-2011	Change	Change %	Previous Week
Open	691-2	726-0	34-6	5.0%	691-2
High	702-2	732-2	30-0	4.3%	705-0
Low	691-2	700-2	9-0	1.3%	679-0
Close	704-6	724-2	19-4	2.8%	697-2
Range	11-0	32-0	21-0	190.9%	26-0
ATR	14-0	15-3	1-2	9.1%	0-0
Volume	5,698	9,280	3,582	62.9%	17,981

Daily Pivots for day following 09-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	814-7	801-5	741-7
R3	782-7	769-5	733-0
R2	750-7	750-7	730-1
R1	737-5	737-5	727-1	728-2
PP	718-7	718-7	718-7	714-2
S1	705-5	705-5	721-3	696-2
S2	686-7	686-7	718-3
S3	654-7	673-5	715-4
S4	622-7	641-5	706-5

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	732-2	678-4	53-6	7.4%	12-6	1.8%	85%	True	False	6,977
10	732-2	678-4	53-6	7.4%	11-5	1.6%	85%	True	False	5,559
20	732-2	631-6	100-4	13.9%	12-6	1.8%	92%	True	False	5,309

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-0
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	868-2
2.618	816-0
1.618	784-0
1.000	764-2
0.618	752-0
HIGH	732-2
0.618	720-0
0.500	716-2
0.382	712-4
LOW	700-2
0.618	680-4
1.000	668-2
1.618	648-4
2.618	616-4
4.250	564-2

Fisher Pivots for day following 09-Jun-2011
Pivot	1 day	3 day
R1	721-5	718-6
PP	718-7	713-2
S1	716-2	707-6

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols