CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	552-4	546-2	-6-2	-1.1%	535-0
High	556-0	546-2	-9-6	-1.8%	556-0
Low	551-0	545-0	-6-0	-1.1%	519-0
Close	556-0	546-0	-10-0	-1.8%	556-0
Range	5-0	1-2	-3-6	-75.0%	37-0
ATR	9-7	9-7	0-1	0.9%	0-0
Volume	19,506	18,767	-739	-3.8%	63,708

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	549-4	549-0	546-6
R3	548-2	547-6	546-3
R2	547-0	547-0	546-2
R1	546-4	546-4	546-1	546-1
PP	545-6	545-6	545-6	545-4
S1	545-2	545-2	545-7	544-7
S2	544-4	544-4	545-6
S3	543-2	544-0	545-5
S4	542-0	542-6	545-2

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	6.8%	2-2	0.4%	73%	False	False	14,377
10	556-0	519-0	37-0	6.8%	3-3	0.6%	73%	False	False	10,919
20	556-0	517-0	39-0	7.1%	3-7	0.7%	74%	False	False	9,338

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	551-4
2.618	549-4
1.618	548-2
1.000	547-4
0.618	547-0
HIGH	546-2
0.618	545-6
0.500	545-5
0.382	545-4
LOW	545-0
0.618	544-2
1.000	543-6
1.618	543-0
2.618	541-6
4.250	539-6

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	545-7	550-4
PP	545-6	549-0
S1	545-5	547-4

Download as Excel Spreadsheet

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

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