CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 668-2 690-4 22-2 3.3% 717-4
High 676-0 693-2 17-2 2.6% 717-4
Low 668-2 688-0 19-6 3.0% 662-6
Close 673-0 692-4 19-4 2.9% 671-6
Range 7-6 5-2 -2-4 -32.3% 54-6
ATR 15-3 15-6 0-3 2.2% 0-0
Volume 9,277 5,929 -3,348 -36.1% 50,564
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 707-0 705-0 695-3
R3 701-6 699-6 694-0
R2 696-4 696-4 693-4
R1 694-4 694-4 693-0 695-4
PP 691-2 691-2 691-2 691-6
S1 689-2 689-2 692-0 690-2
S2 686-0 686-0 691-4
S3 680-6 684-0 691-0
S4 675-4 678-6 689-5
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
5 693-4 662-6 30-6 4.4% 12-4 1.8% 97% False False 10,228
10 732-2 662-6 69-4 10.0% 13-5 2.0% 43% False False 9,883
20 732-2 662-6 69-4 10.0% 12-0 1.7% 43% False False 7,491
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 1-7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 715-4
2.618 707-0
1.618 701-6
1.000 698-4
0.618 696-4
HIGH 693-2
0.618 691-2
0.500 690-5
0.382 690-0
LOW 688-0
0.618 684-6
1.000 682-6
1.618 679-4
2.618 674-2
4.250 665-6
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 691-7 687-5
PP 691-2 682-7
S1 690-5 678-0

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

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