CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 717-4 703-2 -14-2 -2.0% 684-4
High 717-4 703-2 -14-2 -2.0% 732-2
Low 712-4 686-4 -26-0 -3.6% 678-4
Close 716-2 697-4 -18-6 -2.6% 723-0
Range 5-0 16-6 11-6 235.0% 53-6
ATR 14-5 15-5 1-1 7.4% 0-0
Volume 7,219 7,410 191 2.6% 45,874
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 746-0 738-4 706-6
R3 729-2 721-6 702-1
R2 712-4 712-4 700-5
R1 705-0 705-0 699-0 700-3
PP 695-6 695-6 695-6 693-4
S1 688-2 688-2 696-0 683-5
S2 679-0 679-0 694-3
S3 662-2 671-4 692-7
S4 645-4 654-6 688-2
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 872-4 851-4 752-4
R3 818-6 797-6 737-6
R2 765-0 765-0 732-7
R1 744-0 744-0 727-7 754-4
PP 711-2 711-2 711-2 716-4
S1 690-2 690-2 718-1 700-6
S2 657-4 657-4 713-1
S3 603-6 636-4 708-2
S4 550-0 582-6 693-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 732-2 686-4 45-6 6.6% 14-6 2.1% 24% False True 9,539
10 732-2 678-4 53-6 7.7% 11-6 1.7% 35% False False 7,506
20 732-2 647-4 84-6 12.2% 12-4 1.8% 59% False False 6,244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 774-4
2.618 747-1
1.618 730-3
1.000 720-0
0.618 713-5
HIGH 703-2
0.618 696-7
0.500 694-7
0.382 692-7
LOW 686-4
0.618 676-1
1.000 669-6
1.618 659-3
2.618 642-5
4.250 615-2
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 696-5 705-2
PP 695-6 702-5
S1 694-7 700-1

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

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