CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	686-4	695-0	8-4	1.2%	681-0
High	689-0	697-0	8-0	1.2%	711-6
Low	680-0	695-0	15-0	2.2%	678-0
Close	687-2	699-4	12-2	1.8%	698-2
Range	9-0	2-0	-7-0	-77.8%	33-6
ATR	17-4	16-7	-0-4	-3.2%	0-0
Volume	11,730	10,236	-1,494	-12.7%	84,359

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	703-1	703-3	700-5
R3	701-1	701-3	700-0
R2	699-1	699-1	699-7
R1	699-3	699-3	699-5	699-2
PP	697-1	697-1	697-1	697-1
S1	697-3	697-3	699-3	697-2
S2	695-1	695-1	699-1
S3	693-1	695-3	699-0
S4	691-1	693-3	698-3

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	703-0	678-0	25-0	3.6%	9-6	1.4%	86%	False	False	15,495
10	711-6	678-0	33-6	4.8%	11-4	1.6%	64%	False	False	16,514
20	711-6	594-0	117-6	16.8%	11-7	1.7%	90%	False	False	16,471
40	732-2	594-0	138-2	19.8%	12-6	1.8%	76%	False	False	12,996

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 17 trading days

Fibonacci Retracements and Extensions
4.250	705-4
2.618	702-2
1.618	700-2
1.000	699-0
0.618	698-2
HIGH	697-0
0.618	696-2
0.500	696-0
0.382	695-6
LOW	695-0
0.618	693-6
1.000	693-0
1.618	691-6
2.618	689-6
4.250	686-4

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	698-3	695-7
PP	697-1	692-3
S1	696-0	688-6

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

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