CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	711-6	703-0	-8-6	-1.2%	641-6
High	711-6	703-0	-8-6	-1.2%	705-2
Low	698-0	693-0	-5-0	-0.7%	640-4
Close	699-2	689-6	-9-4	-1.4%	695-2
Range	13-6	10-0	-3-6	-27.3%	64-6
ATR	18-4	17-7	-0-5	-3.3%	0-0
Volume	12,737	20,049	7,312	57.4%	89,917

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	725-2	717-4	695-2
R3	715-2	707-4	692-4
R2	705-2	705-2	691-5
R1	697-4	697-4	690-5	696-3
PP	695-2	695-2	695-2	694-6
S1	687-4	687-4	688-7	686-3
S2	685-2	685-2	687-7
S3	675-2	677-4	687-0
S4	665-2	667-4	684-2

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	711-6	679-0	32-6	4.7%	12-2	1.8%	33%	False	False	16,817
10	711-6	628-6	83-0	12.0%	12-4	1.8%	73%	False	False	16,798
20	711-6	594-0	117-6	17.1%	13-7	2.0%	81%	False	False	16,640
40	732-2	594-0	138-2	20.0%	12-7	1.9%	69%	False	False	12,065

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	745-4
2.618	729-1
1.618	719-1
1.000	713-0
0.618	709-1
HIGH	703-0
0.618	699-1
0.500	698-0
0.382	696-7
LOW	693-0
0.618	686-7
1.000	683-0
1.618	676-7
2.618	666-7
4.250	650-4

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	698-0	695-3
PP	695-2	693-4
S1	692-4	691-5

Download as Excel Spreadsheet

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

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