CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 13-Jun-2011

Day Change Summary
	Previous	Current
	10-Jun-2011	13-Jun-2011	Change	Change %	Previous Week
Open	715-0	717-4	2-4	0.3%	684-4
High	724-0	717-4	-6-4	-0.9%	732-2
Low	715-0	712-4	-2-4	-0.3%	678-4
Close	723-0	716-2	-6-6	-0.9%	723-0
Range	9-0	5-0	-4-0	-44.4%	53-6
ATR	14-7	14-5	-0-3	-2.1%	0-0
Volume	18,088	7,219	-10,869	-60.1%	45,874

Daily Pivots for day following 13-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	730-3	728-3	719-0
R3	725-3	723-3	717-5
R2	720-3	720-3	717-1
R1	718-3	718-3	716-6	716-7
PP	715-3	715-3	715-3	714-6
S1	713-3	713-3	715-6	711-7
S2	710-3	710-3	715-3
S3	705-3	708-3	714-7
S4	700-3	703-3	713-4

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	683-2	49-0	6.8%	12-2	1.7%	67%	False	False	9,341
10	732-2	678-4	53-6	7.5%	11-2	1.6%	70%	False	False	7,107
20	732-2	645-0	87-2	12.2%	12-1	1.7%	82%	False	False	6,016

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	0-6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	738-6
2.618	730-5
1.618	725-5
1.000	722-4
0.618	720-5
HIGH	717-4
0.618	715-5
0.500	715-0
0.382	714-3
LOW	712-4
0.618	709-3
1.000	707-4
1.618	704-3
2.618	699-3
4.250	691-2

Fisher Pivots for day following 13-Jun-2011
Pivot	1 day	3 day
R1	715-7	716-2
PP	715-3	716-2
S1	715-0	716-2

Download as Excel Spreadsheet

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

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