CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 29-Jun-2011

Day Change Summary
	Previous	Current
	28-Jun-2011	29-Jun-2011	Change	Change %	Previous Week
Open	650-0	683-4	33-4	5.2%	668-2
High	665-4	683-4	18-0	2.7%	693-2
Low	649-4	663-4	14-0	2.2%	633-6
Close	667-6	662-6	-5-0	-0.7%	644-2
Range	16-0	20-0	4-0	25.0%	59-4
ATR	17-6	18-0	0-1	0.9%	0-0
Volume	10,432	13,929	3,497	33.5%	58,299

Daily Pivots for day following 29-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	729-7	716-3	673-6
R3	709-7	696-3	668-2
R2	689-7	689-7	666-3
R1	676-3	676-3	664-5	673-1
PP	669-7	669-7	669-7	668-2
S1	656-3	656-3	660-7	653-1
S2	649-7	649-7	659-1
S3	629-7	636-3	657-2
S4	609-7	616-3	651-6

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	683-4	633-6	49-6	7.5%	18-2	2.8%	58%	True	False	15,190
10	693-2	633-6	59-4	9.0%	15-2	2.3%	49%	False	False	12,206
20	732-2	633-6	98-4	14.9%	14-1	2.1%	29%	False	False	10,421
40	732-2	631-6	100-4	15.2%	13-2	2.0%	31%	False	False	7,576

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 3 trading days

Fibonacci Retracements and Extensions
4.250	768-4
2.618	735-7
1.618	715-7
1.000	703-4
0.618	695-7
HIGH	683-4
0.618	675-7
0.500	673-4
0.382	671-1
LOW	663-4
0.618	651-1
1.000	643-4
1.618	631-1
2.618	611-1
4.250	578-4

Fisher Pivots for day following 29-Jun-2011
Pivot	1 day	3 day
R1	673-4	661-7
PP	669-7	661-1
S1	666-3	660-2

Download as Excel Spreadsheet

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

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