CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 28-Jun-2011

Day Change Summary
	Previous	Current
	27-Jun-2011	28-Jun-2011	Change	Change %	Previous Week
Open	640-6	650-0	9-2	1.4%	668-2
High	641-0	665-4	24-4	3.8%	693-2
Low	637-0	649-4	12-4	2.0%	633-6
Close	640-4	667-6	27-2	4.3%	644-2
Range	4-0	16-0	12-0	300.0%	59-4
ATR	17-2	17-6	0-4	3.2%	0-0
Volume	17,704	10,432	-7,272	-41.1%	58,299

Daily Pivots for day following 28-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	708-7	704-3	676-4
R3	692-7	688-3	672-1
R2	676-7	676-7	670-5
R1	672-3	672-3	669-2	674-5
PP	660-7	660-7	660-7	662-0
S1	656-3	656-3	666-2	658-5
S2	644-7	644-7	664-7
S3	628-7	640-3	663-3
S4	612-7	624-3	659-0

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	684-6	633-6	51-0	7.6%	18-6	2.8%	67%	False	False	14,245
10	693-4	633-6	59-6	8.9%	15-5	2.3%	57%	False	False	12,237
20	732-2	633-6	98-4	14.8%	13-5	2.0%	35%	False	False	9,871

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2-3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	733-4
2.618	707-3
1.618	691-3
1.000	681-4
0.618	675-3
HIGH	665-4
0.618	659-3
0.500	657-4
0.382	655-5
LOW	649-4
0.618	639-5
1.000	633-4
1.618	623-5
2.618	607-5
4.250	581-4

Fisher Pivots for day following 28-Jun-2011
Pivot	1 day	3 day
R1	664-3	662-2
PP	660-7	656-6
S1	657-4	651-2

Download as Excel Spreadsheet

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

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