CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 24-Jun-2011

Day Change Summary
	Previous	Current
	23-Jun-2011	24-Jun-2011	Change	Change %	Previous Week
Open	643-4	663-4	20-0	3.1%	668-2
High	663-0	663-4	0-4	0.1%	693-2
Low	633-6	641-2	7-4	1.2%	633-6
Close	657-6	644-2	-13-4	-2.1%	644-2
Range	29-2	22-2	-7-0	-23.9%	59-4
ATR	17-5	18-0	0-3	1.9%	0-0
Volume	16,503	17,384	881	5.3%	58,299

Daily Pivots for day following 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	716-3	702-5	656-4
R3	694-1	680-3	650-3
R2	671-7	671-7	648-3
R1	658-1	658-1	646-2	653-7
PP	649-5	649-5	649-5	647-4
S1	635-7	635-7	642-2	631-5
S2	627-3	627-3	640-1
S3	605-1	613-5	638-1
S4	582-7	591-3	632-0

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	835-5	799-3	677-0
R3	776-1	739-7	660-5
R2	716-5	716-5	655-1
R1	680-3	680-3	649-6	668-6
PP	657-1	657-1	657-1	651-2
S1	620-7	620-7	638-6	609-2
S2	597-5	597-5	633-3
S3	538-1	561-3	627-7
S4	478-5	501-7	611-4

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	9.2%	17-3	2.7%	18%	False	False	11,659
10	717-4	633-6	83-6	13.0%	15-6	2.4%	13%	False	False	10,886
20	732-2	633-6	98-4	15.3%	13-7	2.2%	11%	False	False	8,904

Crabel Price Patterns
NR	True
NR4	False
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	True
Stretch	2-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	758-0
2.618	721-6
1.618	699-4
1.000	685-6
0.618	677-2
HIGH	663-4
0.618	655-0
0.500	652-3
0.382	649-6
LOW	641-2
0.618	627-4
1.000	619-0
1.618	605-2
2.618	583-0
4.250	546-6

Fisher Pivots for day following 24-Jun-2011
Pivot	1 day	3 day
R1	652-3	659-2
PP	649-5	654-2
S1	647-0	649-2

Download as Excel Spreadsheet

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

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