CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 17-Jun-2011

Day Change Summary
	Previous	Current
	16-Jun-2011	17-Jun-2011	Change	Change %	Previous Week
Open	672-4	670-0	-2-4	-0.4%	717-4
High	680-0	673-0	-7-0	-1.0%	717-4
Low	664-0	662-6	-1-2	-0.2%	662-6
Close	665-4	671-6	6-2	0.9%	671-6
Range	16-0	10-2	-5-6	-35.9%	54-6
ATR	16-4	16-0	-0-4	-2.7%	0-0
Volume	12,867	8,829	-4,038	-31.4%	50,564

Daily Pivots for day following 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	699-7	696-1	677-3
R3	689-5	685-7	674-5
R2	679-3	679-3	673-5
R1	675-5	675-5	672-6	677-4
PP	669-1	669-1	669-1	670-1
S1	665-3	665-3	670-6	667-2
S2	658-7	658-7	669-7
S3	648-5	655-1	668-7
S4	638-3	644-7	666-1

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	848-2	814-6	701-7
R3	793-4	760-0	686-6
R2	738-6	738-6	681-6
R1	705-2	705-2	676-6	694-5
PP	684-0	684-0	684-0	678-6
S1	650-4	650-4	666-6	639-7
S2	629-2	629-2	661-6
S3	574-4	595-6	656-6
S4	519-6	541-0	641-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	717-4	662-6	54-6	8.2%	14-2	2.1%	16%	False	True	10,112
10	732-2	662-6	69-4	10.3%	13-3	2.0%	13%	False	True	9,643
20	732-2	662-6	69-4	10.3%	12-6	1.9%	13%	False	True	7,236

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	1-5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	716-4
2.618	699-7
1.618	689-5
1.000	683-2
0.618	679-3
HIGH	673-0
0.618	669-1
0.500	667-7
0.382	666-5
LOW	662-6
0.618	656-3
1.000	652-4
1.618	646-1
2.618	635-7
4.250	619-2

Fisher Pivots for day following 17-Jun-2011
Pivot	1 day	3 day
R1	670-4	678-1
PP	669-1	676-0
S1	667-7	673-7

Download as Excel Spreadsheet

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

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