CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 13-Jul-2011

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	651-0	681-0	30-0	4.6%	619-4
High	671-4	696-4	25-0	3.7%	648-6
Low	651-0	681-0	30-0	4.6%	615-0
Close	670-6	691-6	21-0	3.1%	649-2
Range	20-4	15-4	-5-0	-24.4%	33-6
ATR	18-4	19-0	0-4	2.8%	0-0
Volume	16,778	23,632	6,854	40.9%	76,561

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	736-2	729-4	700-2
R3	720-6	714-0	696-0
R2	705-2	705-2	694-5
R1	698-4	698-4	693-1	701-7
PP	689-6	689-6	689-6	691-4
S1	683-0	683-0	690-3	686-3
S2	674-2	674-2	688-7
S3	658-6	667-4	687-4
S4	643-2	652-0	683-2

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	738-7	727-7	667-6
R3	705-1	694-1	658-4
R2	671-3	671-3	655-4
R1	660-3	660-3	652-3	665-7
PP	637-5	637-5	637-5	640-4
S1	626-5	626-5	646-1	632-1
S2	603-7	603-7	643-0
S3	570-1	592-7	640-0
S4	536-3	559-1	630-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	696-4	628-6	67-6	9.8%	12-6	1.8%	93%	True	False	16,779
10	696-4	594-0	102-4	14.8%	12-2	1.8%	95%	True	False	17,748
20	696-4	594-0	102-4	14.8%	14-0	2.0%	95%	True	False	14,992
40	732-2	594-0	138-2	20.0%	13-2	1.9%	71%	False	False	10,618

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	1-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	762-3
2.618	737-1
1.618	721-5
1.000	712-0
0.618	706-1
HIGH	696-4
0.618	690-5
0.500	688-6
0.382	686-7
LOW	681-0
0.618	671-3
1.000	665-4
1.618	655-7
2.618	640-3
4.250	615-1

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	690-6	684-0
PP	689-6	676-2
S1	688-6	668-4

Download as Excel Spreadsheet

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

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