CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 18-Jun-2012

Day Change Summary
	Previous	Current
	15-Jun-2012	18-Jun-2012	Change	Change %	Previous Week
Open	518-4	549-0	30-4	5.9%	546-2
High	518-4	549-0	30-4	5.9%	546-2
Low	518-4	542-0	23-4	4.5%	518-4
Close	518-4	546-2	27-6	5.4%	518-4
Range	0-0	7-0	7-0		27-6
ATR	10-1	11-5	1-4	14.3%	0-0
Volume	11,305	11,646	341	3.0%	70,002

Daily Pivots for day following 18-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	566-6	563-4	550-1
R3	559-6	556-4	548-1
R2	552-6	552-6	547-4
R1	549-4	549-4	546-7	547-5
PP	545-6	545-6	545-6	544-6
S1	542-4	542-4	545-5	540-5
S2	538-6	538-6	545-0
S3	531-6	535-4	544-3
S4	524-6	528-4	542-3

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	611-0	592-4	533-6
R3	583-2	564-6	526-1
R2	555-4	555-4	523-5
R1	537-0	537-0	521-0	532-3
PP	527-6	527-6	527-6	525-4
S1	509-2	509-2	516-0	504-5
S2	500-0	500-0	513-3
S3	472-2	481-4	510-7
S4	444-4	453-6	503-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	549-0	518-4	30-4	5.6%	4-2	0.8%	91%	True	False	12,576
10	556-0	518-4	37-4	6.9%	3-2	0.6%	74%	False	False	13,477
20	556-0	518-4	37-4	6.9%	3-2	0.6%	74%	False	False	10,571

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	578-6
2.618	567-3
1.618	560-3
1.000	556-0
0.618	553-3
HIGH	549-0
0.618	546-3
0.500	545-4
0.382	544-5
LOW	542-0
0.618	537-5
1.000	535-0
1.618	530-5
2.618	523-5
4.250	512-2

Fisher Pivots for day following 18-Jun-2012
Pivot	1 day	3 day
R1	546-0	542-1
PP	545-6	537-7
S1	545-4	533-6

Download as Excel Spreadsheet

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

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