CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	703-0	689-0	-14-0	-2.0%	641-6
High	703-0	689-0	-14-0	-2.0%	705-2
Low	693-0	678-0	-15-0	-2.2%	640-4
Close	689-6	685-6	-4-0	-0.6%	695-2
Range	10-0	11-0	1-0	10.0%	64-6
ATR	17-7	17-4	-0-4	-2.5%	0-0
Volume	20,049	15,394	-4,655	-23.2%	89,917

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	717-2	712-4	691-6
R3	706-2	701-4	688-6
R2	695-2	695-2	687-6
R1	690-4	690-4	686-6	687-3
PP	684-2	684-2	684-2	682-6
S1	679-4	679-4	684-6	676-3
S2	673-2	673-2	683-6
S3	662-2	668-4	682-6
S4	651-2	657-4	679-6

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	678-0	33-6	4.9%	12-1	1.8%	23%	False	True	15,561
10	711-6	630-6	81-0	11.8%	13-2	1.9%	68%	False	False	16,476
20	711-6	594-0	117-6	17.2%	13-2	1.9%	78%	False	False	16,949
40	732-2	594-0	138-2	20.2%	12-5	1.8%	66%	False	False	12,319

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	1-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	735-6
2.618	717-6
1.618	706-6
1.000	700-0
0.618	695-6
HIGH	689-0
0.618	684-6
0.500	683-4
0.382	682-2
LOW	678-0
0.618	671-2
1.000	667-0
1.618	660-2
2.618	649-2
4.250	631-2

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	685-0	694-7
PP	684-2	691-7
S1	683-4	688-6

Download as Excel Spreadsheet

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

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