CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 08-Jun-2012

Day Change Summary
	Previous	Current
	07-Jun-2012	08-Jun-2012	Change	Change %	Previous Week
Open	545-4	552-4	7-0	1.3%	535-0
High	545-4	556-0	10-4	1.9%	556-0
Low	545-4	551-0	5-4	1.0%	519-0
Close	548-2	556-0	7-6	1.4%	556-0
Range	0-0	5-0	5-0		37-0
ATR	10-0	9-7	-0-1	-1.6%	0-0
Volume	12,168	19,506	7,338	60.3%	63,708

Daily Pivots for day following 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	569-3	567-5	558-6
R3	564-3	562-5	557-3
R2	559-3	559-3	556-7
R1	557-5	557-5	556-4	558-4
PP	554-3	554-3	554-3	554-6
S1	552-5	552-5	555-4	553-4
S2	549-3	549-3	555-1
S3	544-3	547-5	554-5
S4	539-3	542-5	553-2

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	654-5	642-3	576-3
R3	617-5	605-3	566-1
R2	580-5	580-5	562-6
R1	568-3	568-3	559-3	574-4
PP	543-5	543-5	543-5	546-6
S1	531-3	531-3	552-5	537-4
S2	506-5	506-5	549-2
S3	469-5	494-3	545-7
S4	432-5	457-3	535-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	556-0	519-0	37-0	6.7%	2-0	0.4%	100%	True	False	12,741
10	556-0	519-0	37-0	6.7%	3-3	0.6%	100%	True	False	9,621
20	556-0	514-0	42-0	7.6%	4-1	0.7%	100%	True	False	8,949

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	577-2
2.618	569-1
1.618	564-1
1.000	561-0
0.618	559-1
HIGH	556-0
0.618	554-1
0.500	553-4
0.382	552-7
LOW	551-0
0.618	547-7
1.000	546-0
1.618	542-7
2.618	537-7
4.250	529-6

Fisher Pivots for day following 08-Jun-2012
Pivot	1 day	3 day
R1	555-1	551-3
PP	554-3	546-5
S1	553-4	542-0

Download as Excel Spreadsheet

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

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