CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 684-4 683-2 -1-2 -0.2% 691-2
High 684-4 687-4 3-0 0.4% 705-0
Low 678-4 683-2 4-6 0.7% 679-0
Close 678-0 688-4 10-4 1.5% 697-2
Range 6-0 4-2 -1-6 -29.2% 26-0
ATR 14-3 14-1 -0-3 -2.4% 0-0
Volume 6,384 6,424 40 0.6% 17,981
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 699-1 698-1 690-7
R3 694-7 693-7 689-5
R2 690-5 690-5 689-2
R1 689-5 689-5 688-7 690-1
PP 686-3 686-3 686-3 686-6
S1 685-3 685-3 688-1 685-7
S2 682-1 682-1 687-6
S3 677-7 681-1 687-3
S4 673-5 676-7 686-1
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 771-6 760-4 711-4
R3 745-6 734-4 704-3
R2 719-6 719-6 702-0
R1 708-4 708-4 699-5 714-1
PP 693-6 693-6 693-6 696-4
S1 682-4 682-4 694-7 688-1
S2 667-6 667-6 692-4
S3 641-6 656-4 690-1
S4 615-6 630-4 683-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 705-0 678-4 26-4 3.8% 8-6 1.3% 38% False False 5,473
10 705-0 667-4 37-4 5.4% 10-3 1.5% 56% False False 5,098
20 705-0 631-6 73-2 10.6% 11-5 1.7% 77% False False 5,138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 705-4
2.618 698-5
1.618 694-3
1.000 691-6
0.618 690-1
HIGH 687-4
0.618 685-7
0.500 685-3
0.382 684-7
LOW 683-2
0.618 680-5
1.000 679-0
1.618 676-3
2.618 672-1
4.250 665-2
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 687-4 691-3
PP 686-3 690-3
S1 685-3 689-4

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

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