CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 23-Jun-2011

Day Change Summary
	Previous	Current
	22-Jun-2011	23-Jun-2011	Change	Change %	Previous Week
Open	684-6	643-4	-41-2	-6.0%	717-4
High	684-6	663-0	-21-6	-3.2%	717-4
Low	662-4	633-6	-28-6	-4.3%	662-6
Close	662-4	657-6	-4-6	-0.7%	671-6
Range	22-2	29-2	7-0	31.5%	54-6
ATR	16-6	17-5	0-7	5.3%	0-0
Volume	9,206	16,503	7,297	79.3%	50,564

Daily Pivots for day following 23-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	739-2	727-6	673-7
R3	710-0	698-4	665-6
R2	680-6	680-6	663-1
R1	669-2	669-2	660-3	675-0
PP	651-4	651-4	651-4	654-3
S1	640-0	640-0	655-1	645-6
S2	622-2	622-2	652-3
S3	593-0	610-6	649-6
S4	563-6	581-4	641-5

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	693-2	633-6	59-4	9.0%	15-0	2.3%	40%	False	True	9,948
10	724-0	633-6	90-2	13.7%	14-4	2.2%	27%	False	True	10,956
20	732-2	633-6	98-4	15.0%	13-0	2.0%	24%	False	True	8,258

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-2
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	787-2
2.618	739-5
1.618	710-3
1.000	692-2
0.618	681-1
HIGH	663-0
0.618	651-7
0.500	648-3
0.382	644-7
LOW	633-6
0.618	615-5
1.000	604-4
1.618	586-3
2.618	557-1
4.250	509-4

Fisher Pivots for day following 23-Jun-2011
Pivot	1 day	3 day
R1	654-5	663-4
PP	651-4	661-5
S1	648-3	659-5

Download as Excel Spreadsheet

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

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