CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 22-Jun-2011

Day Change Summary
	Previous	Current
	21-Jun-2011	22-Jun-2011	Change	Change %	Previous Week
Open	690-4	684-6	-5-6	-0.8%	717-4
High	693-2	684-6	-8-4	-1.2%	717-4
Low	688-0	662-4	-25-4	-3.7%	662-6
Close	692-4	662-4	-30-0	-4.3%	671-6
Range	5-2	22-2	17-0	323.8%	54-6
ATR	15-6	16-6	1-0	6.5%	0-0
Volume	5,929	9,206	3,277	55.3%	50,564

Daily Pivots for day following 22-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	736-5	721-7	674-6
R3	714-3	699-5	668-5
R2	692-1	692-1	666-5
R1	677-3	677-3	664-4	673-5
PP	669-7	669-7	669-7	668-0
S1	655-1	655-1	660-4	651-3
S2	647-5	647-5	658-3
S3	625-3	632-7	656-3
S4	603-1	610-5	650-2

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	693-2	662-4	30-6	4.6%	12-2	1.9%	0%	False	True	9,221
10	732-2	662-4	69-6	10.5%	14-6	2.2%	0%	False	True	10,234
20	732-2	662-4	69-6	10.5%	12-0	1.8%	0%	False	True	7,689

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	779-2
2.618	743-0
1.618	720-6
1.000	707-0
0.618	698-4
HIGH	684-6
0.618	676-2
0.500	673-5
0.382	671-0
LOW	662-4
0.618	648-6
1.000	640-2
1.618	626-4
2.618	604-2
4.250	568-0

Fisher Pivots for day following 22-Jun-2011
Pivot	1 day	3 day
R1	673-5	677-7
PP	669-7	672-6
S1	666-2	667-5

Download as Excel Spreadsheet

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

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