CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 15-Jul-2011

Day Change Summary
	Previous	Current
	14-Jul-2011	15-Jul-2011	Change	Change %	Previous Week
Open	693-0	697-4	4-4	0.6%	641-6
High	693-0	705-2	12-2	1.8%	705-2
Low	681-4	689-4	8-0	1.2%	640-4
Close	690-2	695-2	5-0	0.7%	695-2
Range	11-4	15-6	4-2	37.0%	64-6
ATR	18-4	18-2	-0-2	-1.1%	0-0
Volume	21,674	13,515	-8,159	-37.6%	89,917

Daily Pivots for day following 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	743-7	735-3	703-7
R3	728-1	719-5	699-5
R2	712-3	712-3	698-1
R1	703-7	703-7	696-6	700-2
PP	696-5	696-5	696-5	694-7
S1	688-1	688-1	693-6	684-4
S2	680-7	680-7	692-3
S3	665-1	672-3	690-7
S4	649-3	656-5	686-5

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	874-5	849-5	730-7
R3	809-7	784-7	713-0
R2	745-1	745-1	707-1
R1	720-1	720-1	701-1	732-5
PP	680-3	680-3	680-3	686-4
S1	655-3	655-3	689-3	667-7
S2	615-5	615-5	683-3
S3	550-7	590-5	677-4
S4	486-1	525-7	659-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	705-2	640-4	64-6	9.3%	13-7	2.0%	85%	True	False	17,983
10	705-2	594-0	111-2	16.0%	13-0	1.9%	91%	True	False	17,777
20	705-2	594-0	111-2	16.0%	13-3	1.9%	91%	True	False	15,397
40	732-2	594-0	138-2	19.9%	13-1	1.9%	73%	False	False	11,225

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	1-7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	772-2
2.618	746-4
1.618	730-6
1.000	721-0
0.618	715-0
HIGH	705-2
0.618	699-2
0.500	697-3
0.382	695-4
LOW	689-4
0.618	679-6
1.000	673-6
1.618	664-0
2.618	648-2
4.250	622-4

Fisher Pivots for day following 15-Jul-2011
Pivot	1 day	3 day
R1	697-3	694-4
PP	696-5	693-7
S1	696-0	693-1

Download as Excel Spreadsheet

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

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