CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	697-4	681-0	-16-4	-2.4%	641-6
High	705-2	689-0	-16-2	-2.3%	705-2
Low	689-4	679-0	-10-4	-1.5%	640-4
Close	695-2	688-6	-6-4	-0.9%	695-2
Range	15-6	10-0	-5-6	-36.5%	64-6
ATR	18-2	18-1	-0-1	-0.8%	0-0
Volume	13,515	16,112	2,597	19.2%	89,917

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	715-5	712-1	694-2
R3	705-5	702-1	691-4
R2	695-5	695-5	690-5
R1	692-1	692-1	689-5	693-7
PP	685-5	685-5	685-5	686-4
S1	682-1	682-1	687-7	683-7
S2	675-5	675-5	686-7
S3	665-5	672-1	686-0
S4	655-5	662-1	683-2

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	651-0	54-2	7.9%	14-5	2.1%	70%	False	False	18,342
10	705-2	615-0	90-2	13.1%	12-2	1.8%	82%	False	False	18,259
20	705-2	594-0	111-2	16.2%	13-3	1.9%	85%	False	False	15,761
40	732-2	594-0	138-2	20.1%	13-0	1.9%	69%	False	False	11,499

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1-6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	731-4
2.618	715-1
1.618	705-1
1.000	699-0
0.618	695-1
HIGH	689-0
0.618	685-1
0.500	684-0
0.382	682-7
LOW	679-0
0.618	672-7
1.000	669-0
1.618	662-7
2.618	652-7
4.250	636-4

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	687-1	692-1
PP	685-5	691-0
S1	684-0	689-7

Download as Excel Spreadsheet

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

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