CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 14-Jun-2011

Day Change Summary
	Previous	Current
	13-Jun-2011	14-Jun-2011	Change	Change %	Previous Week
Open	717-4	703-2	-14-2	-2.0%	684-4
High	717-4	703-2	-14-2	-2.0%	732-2
Low	712-4	686-4	-26-0	-3.6%	678-4
Close	716-2	697-4	-18-6	-2.6%	723-0
Range	5-0	16-6	11-6	235.0%	53-6
ATR	14-5	15-5	1-1	7.4%	0-0
Volume	7,219	7,410	191	2.6%	45,874

Daily Pivots for day following 14-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	746-0	738-4	706-6
R3	729-2	721-6	702-1
R2	712-4	712-4	700-5
R1	705-0	705-0	699-0	700-3
PP	695-6	695-6	695-6	693-4
S1	688-2	688-2	696-0	683-5
S2	679-0	679-0	694-3
S3	662-2	671-4	692-7
S4	645-4	654-6	688-2

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	686-4	45-6	6.6%	14-6	2.1%	24%	False	True	9,539
10	732-2	678-4	53-6	7.7%	11-6	1.7%	35%	False	False	7,506
20	732-2	647-4	84-6	12.2%	12-4	1.8%	59%	False	False	6,244

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	774-4
2.618	747-1
1.618	730-3
1.000	720-0
0.618	713-5
HIGH	703-2
0.618	696-7
0.500	694-7
0.382	692-7
LOW	686-4
0.618	676-1
1.000	669-6
1.618	659-3
2.618	642-5
4.250	615-2

Fisher Pivots for day following 14-Jun-2011
Pivot	1 day	3 day
R1	696-5	705-2
PP	695-6	702-5
S1	694-7	700-1

Download as Excel Spreadsheet

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

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