CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 20-Jun-2011

Day Change Summary
	Previous	Current
	17-Jun-2011	20-Jun-2011	Change	Change %	Previous Week
Open	670-0	668-2	-1-6	-0.3%	717-4
High	673-0	676-0	3-0	0.4%	717-4
Low	662-6	668-2	5-4	0.8%	662-6
Close	671-6	673-0	1-2	0.2%	671-6
Range	10-2	7-6	-2-4	-24.4%	54-6
ATR	16-0	15-3	-0-5	-3.7%	0-0
Volume	8,829	9,277	448	5.1%	50,564

Daily Pivots for day following 20-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	695-5	692-1	677-2
R3	687-7	684-3	675-1
R2	680-1	680-1	674-3
R1	676-5	676-5	673-6	678-3
PP	672-3	672-3	672-3	673-2
S1	668-7	668-7	672-2	670-5
S2	664-5	664-5	671-5
S3	656-7	661-1	670-7
S4	649-1	653-3	668-6

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	703-2	662-6	40-4	6.0%	14-6	2.2%	25%	False	False	10,524
10	732-2	662-6	69-4	10.3%	13-4	2.0%	15%	False	False	9,933
20	732-2	662-6	69-4	10.3%	12-3	1.8%	15%	False	False	7,504

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	709-0
2.618	696-2
1.618	688-4
1.000	683-6
0.618	680-6
HIGH	676-0
0.618	673-0
0.500	672-1
0.382	671-2
LOW	668-2
0.618	663-4
1.000	660-4
1.618	655-6
2.618	648-0
4.250	635-2

Fisher Pivots for day following 20-Jun-2011
Pivot	1 day	3 day
R1	672-6	672-4
PP	672-3	671-7
S1	672-1	671-3

Download as Excel Spreadsheet

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

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