CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 21-Jun-2012

Day Change Summary
	Previous	Current
	20-Jun-2012	21-Jun-2012	Change	Change %	Previous Week
Open	575-4	577-0	1-4	0.3%	546-2
High	577-6	577-0	-0-6	-0.1%	546-2
Low	575-4	561-0	-14-4	-2.5%	518-4
Close	577-6	561-0	-16-6	-2.9%	518-4
Range	2-2	16-0	13-6	611.1%	27-6
ATR	12-1	12-4	0-3	2.7%	0-0
Volume	19,875	11,284	-8,591	-43.2%	70,002

Daily Pivots for day following 21-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	614-3	603-5	569-6
R3	598-3	587-5	565-3
R2	582-3	582-3	563-7
R1	571-5	571-5	562-4	569-0
PP	566-3	566-3	566-3	565-0
S1	555-5	555-5	559-4	553-0
S2	550-3	550-3	558-1
S3	534-3	539-5	556-5
S4	518-3	523-5	552-2

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	577-6	518-4	59-2	10.6%	6-3	1.1%	72%	False	False	14,612
10	577-6	518-4	59-2	10.6%	5-2	0.9%	72%	False	False	15,126
20	577-6	518-4	59-2	10.6%	4-1	0.7%	72%	False	False	11,676

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 32 trading days

Fibonacci Retracements and Extensions
4.250	645-0
2.618	618-7
1.618	602-7
1.000	593-0
0.618	586-7
HIGH	577-0
0.618	570-7
0.500	569-0
0.382	567-1
LOW	561-0
0.618	551-1
1.000	545-0
1.618	535-1
2.618	519-1
4.250	493-0

Fisher Pivots for day following 21-Jun-2012
Pivot	1 day	3 day
R1	569-0	569-3
PP	566-3	566-5
S1	563-5	563-6

Download as Excel Spreadsheet

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

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