CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 19-Jul-2011

Day Change Summary
	Previous	Current
	18-Jul-2011	19-Jul-2011	Change	Change %	Previous Week
Open	681-0	711-6	30-6	4.5%	641-6
High	689-0	711-6	22-6	3.3%	705-2
Low	679-0	698-0	19-0	2.8%	640-4
Close	688-6	699-2	10-4	1.5%	695-2
Range	10-0	13-6	3-6	37.5%	64-6
ATR	18-1	18-4	0-3	1.9%	0-0
Volume	16,112	12,737	-3,375	-20.9%	89,917

Daily Pivots for day following 19-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	744-2	735-4	706-6
R3	730-4	721-6	703-0
R2	716-6	716-6	701-6
R1	708-0	708-0	700-4	705-4
PP	703-0	703-0	703-0	701-6
S1	694-2	694-2	698-0	691-6
S2	689-2	689-2	696-6
S3	675-4	680-4	695-4
S4	661-6	666-6	691-6

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	711-6	679-0	32-6	4.7%	13-2	1.9%	62%	True	False	17,534
10	711-6	618-0	93-6	13.4%	12-3	1.8%	87%	True	False	16,088
20	711-6	594-0	117-6	16.8%	13-5	2.0%	89%	True	False	15,934
40	732-2	594-0	138-2	19.8%	13-0	1.9%	76%	False	False	11,719

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	1-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	770-2
2.618	747-6
1.618	734-0
1.000	725-4
0.618	720-2
HIGH	711-6
0.618	706-4
0.500	704-7
0.382	703-2
LOW	698-0
0.618	689-4
1.000	684-2
1.618	675-6
2.618	662-0
4.250	639-4

Fisher Pivots for day following 19-Jul-2011
Pivot	1 day	3 day
R1	704-7	698-0
PP	703-0	696-5
S1	701-1	695-3

Download as Excel Spreadsheet

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

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