CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 16-Jun-2011

Day Change Summary
	Previous	Current
	15-Jun-2011	16-Jun-2011	Change	Change %	Previous Week
Open	693-4	672-4	-21-0	-3.0%	684-4
High	693-4	680-0	-13-4	-1.9%	732-2
Low	670-4	664-0	-6-4	-1.0%	678-4
Close	677-4	665-4	-12-0	-1.8%	723-0
Range	23-0	16-0	-7-0	-30.4%	53-6
ATR	16-4	16-4	0-0	-0.2%	0-0
Volume	14,239	12,867	-1,372	-9.6%	45,874

Daily Pivots for day following 16-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	717-7	707-5	674-2
R3	701-7	691-5	669-7
R2	685-7	685-7	668-3
R1	675-5	675-5	667-0	672-6
PP	669-7	669-7	669-7	668-3
S1	659-5	659-5	664-0	656-6
S2	653-7	653-7	662-5
S3	637-7	643-5	661-1
S4	621-7	627-5	656-6

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	724-0	664-0	60-0	9.0%	14-0	2.1%	3%	False	True	11,964
10	732-2	664-0	68-2	10.3%	13-3	2.0%	2%	False	True	9,470
20	732-2	664-0	68-2	10.3%	12-7	1.9%	2%	False	True	7,054

Crabel Price Patterns
NR	True
NR4	False
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	1-3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	748-0
2.618	721-7
1.618	705-7
1.000	696-0
0.618	689-7
HIGH	680-0
0.618	673-7
0.500	672-0
0.382	670-1
LOW	664-0
0.618	654-1
1.000	648-0
1.618	638-1
2.618	622-1
4.250	596-0

Fisher Pivots for day following 16-Jun-2011
Pivot	1 day	3 day
R1	672-0	683-5
PP	669-7	677-5
S1	667-5	671-4

Download as Excel Spreadsheet

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

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