CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	532-0	535-0	3-0	0.6%	525-4
High	532-0	535-0	3-0	0.6%	534-4
Low	521-0	535-0	14-0	2.7%	520-6
Close	521-0	535-0	14-0	2.7%	521-0
Range	11-0	0-0	-11-0	-100.0%	13-6
ATR	8-4	9-0	0-3	4.5%	0-0
Volume	9,473	10,586	1,113	11.7%	26,721

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	535-0	535-0	535-0
R3	535-0	535-0	535-0
R2	535-0	535-0	535-0
R1	535-0	535-0	535-0	535-0
PP	535-0	535-0	535-0	535-0
S1	535-0	535-0	535-0	535-0
S2	535-0	535-0	535-0
S3	535-0	535-0	535-0
S4	535-0	535-0	535-0

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	566-5	557-5	528-4
R3	552-7	543-7	524-6
R2	539-1	539-1	523-4
R1	530-1	530-1	522-2	527-6
PP	525-3	525-3	525-3	524-2
S1	516-3	516-3	519-6	514-0
S2	511-5	511-5	518-4
S3	497-7	502-5	517-2
S4	484-1	488-7	513-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	535-0	520-6	14-2	2.7%	4-4	0.9%	100%	True	False	7,461
10	550-4	520-6	29-6	5.6%	3-3	0.6%	48%	False	False	7,665

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	False
Stretch	0-3
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	535-0
2.618	535-0
1.618	535-0
1.000	535-0
0.618	535-0
HIGH	535-0
0.618	535-0
0.500	535-0
0.382	535-0
LOW	535-0
0.618	535-0
1.000	535-0
1.618	535-0
2.618	535-0
4.250	535-0

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	535-0	532-5
PP	535-0	530-3
S1	535-0	528-0

Download as Excel Spreadsheet

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

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