CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	681-4	686-4	5-0	0.7%	681-0
High	697-4	689-0	-8-4	-1.2%	711-6
Low	681-0	680-0	-1-0	-0.1%	678-0
Close	698-2	687-2	-11-0	-1.6%	698-2
Range	16-4	9-0	-7-4	-45.5%	33-6
ATR	17-3	17-4	0-0	0.4%	0-0
Volume	20,067	11,730	-8,337	-41.5%	84,359

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	712-3	708-7	692-2
R3	703-3	699-7	689-6
R2	694-3	694-3	688-7
R1	690-7	690-7	688-1	692-5
PP	685-3	685-3	685-3	686-2
S1	681-7	681-7	686-3	683-5
S2	676-3	676-3	685-5
S3	667-3	672-7	684-6
S4	658-3	663-7	682-2

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	797-2	781-4	716-6
R3	763-4	747-6	707-4
R2	729-6	729-6	704-4
R1	714-0	714-0	701-3	721-7
PP	696-0	696-0	696-0	700-0
S1	680-2	680-2	695-1	688-1
S2	662-2	662-2	692-0
S3	628-4	646-4	689-0
S4	594-6	612-6	679-6

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%	12-0	1.8%	27%	False	False	15,995
10	711-6	651-0	60-6	8.8%	13-3	1.9%	60%	False	False	17,168
20	711-6	594-0	117-6	17.1%	12-0	1.7%	79%	False	False	16,845
40	732-2	594-0	138-2	20.1%	13-0	1.9%	67%	False	False	12,874

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-2
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	727-2
2.618	712-4
1.618	703-4
1.000	698-0
0.618	694-4
HIGH	689-0
0.618	685-4
0.500	684-4
0.382	683-4
LOW	680-0
0.618	674-4
1.000	671-0
1.618	665-4
2.618	656-4
4.250	641-6

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	686-3	687-6
PP	685-3	687-5
S1	684-4	687-3

Download as Excel Spreadsheet

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

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