CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	520-6	528-0	7-2	1.4%	525-4
High	520-6	531-2	10-4	2.0%	534-4
Low	519-0	528-0	9-0	1.7%	520-6
Close	519-0	531-2	12-2	2.4%	521-0
Range	1-6	3-2	1-4	85.7%	13-6
ATR	9-4	9-5	0-2	2.1%	0-0
Volume	9,440	12,008	2,568	27.2%	26,721

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	539-7	538-7	533-0
R3	536-5	535-5	532-1
R2	533-3	533-3	531-7
R1	532-3	532-3	531-4	532-7
PP	530-1	530-1	530-1	530-4
S1	529-1	529-1	531-0	529-5
S2	526-7	526-7	530-5
S3	523-5	525-7	530-3
S4	520-3	522-5	529-4

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	519-0	16-0	3.0%	3-7	0.7%	77%	False	False	9,734
10	537-0	519-0	18-0	3.4%	3-7	0.7%	68%	False	False	7,753
20	552-0	514-0	38-0	7.2%	4-1	0.8%	45%	False	False	8,504

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	0-3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	545-0
2.618	539-6
1.618	536-4
1.000	534-4
0.618	533-2
HIGH	531-2
0.618	530-0
0.500	529-5
0.382	529-2
LOW	528-0
0.618	526-0
1.000	524-6
1.618	522-6
2.618	519-4
4.250	514-2

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	530-6	529-7
PP	530-1	528-3
S1	529-5	527-0

Download as Excel Spreadsheet

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

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