CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	726-0	715-0	-11-0	-1.5%	684-4
High	732-2	724-0	-8-2	-1.1%	732-2
Low	700-2	715-0	14-6	2.1%	678-4
Close	724-2	723-0	-1-2	-0.2%	723-0
Range	32-0	9-0	-23-0	-71.9%	53-6
ATR	15-3	14-7	-0-3	-2.8%	0-0
Volume	9,280	18,088	8,808	94.9%	45,874

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	747-5	744-3	728-0
R3	738-5	735-3	725-4
R2	729-5	729-5	724-5
R1	726-3	726-3	723-7	728-0
PP	720-5	720-5	720-5	721-4
S1	717-3	717-3	722-1	719-0
S2	711-5	711-5	721-3
S3	702-5	708-3	720-4
S4	693-5	699-3	718-0

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	872-4	851-4	752-4
R3	818-6	797-6	737-6
R2	765-0	765-0	732-7
R1	744-0	744-0	727-7	754-4
PP	711-2	711-2	711-2	716-4
S1	690-2	690-2	718-1	700-6
S2	657-4	657-4	713-1
S3	603-6	636-4	708-2
S4	550-0	582-6	693-4

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%	12-4	1.7%	83%	False	False	9,174
10	732-2	678-4	53-6	7.4%	12-1	1.7%	83%	False	False	6,922
20	732-2	637-4	94-6	13.1%	12-4	1.7%	90%	False	False	5,913

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	1-0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	762-2
2.618	747-4
1.618	738-4
1.000	733-0
0.618	729-4
HIGH	724-0
0.618	720-4
0.500	719-4
0.382	718-4
LOW	715-0
0.618	709-4
1.000	706-0
1.618	700-4
2.618	691-4
4.250	676-6

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	721-7	719-2
PP	720-5	715-4
S1	719-4	711-6

Download as Excel Spreadsheet

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

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