CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	695-0	687-0	-8-0	-1.2%	681-0
High	697-0	703-0	6-0	0.9%	711-6
Low	695-0	687-0	-8-0	-1.2%	678-0
Close	699-4	704-0	4-4	0.6%	698-2
Range	2-0	16-0	14-0	700.0%	33-6
ATR	16-7	16-7	-0-1	-0.4%	0-0
Volume	10,236	9,008	-1,228	-12.0%	84,359

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	746-0	741-0	712-6
R3	730-0	725-0	708-3
R2	714-0	714-0	706-7
R1	709-0	709-0	705-4	711-4
PP	698-0	698-0	698-0	699-2
S1	693-0	693-0	702-4	695-4
S2	682-0	682-0	701-1
S3	666-0	677-0	699-5
S4	650-0	661-0	695-2

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	703-0	678-0	25-0	3.6%	10-7	1.5%	104%	True	False	13,287
10	711-6	678-0	33-6	4.8%	11-4	1.6%	77%	False	False	15,052
20	711-6	594-0	117-6	16.7%	11-7	1.7%	93%	False	False	16,400
40	732-2	594-0	138-2	19.6%	12-6	1.8%	80%	False	False	13,136

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

Fibonacci Retracements and Extensions
4.250	771-0
2.618	744-7
1.618	728-7
1.000	719-0
0.618	712-7
HIGH	703-0
0.618	696-7
0.500	695-0
0.382	693-1
LOW	687-0
0.618	677-1
1.000	671-0
1.618	661-1
2.618	645-1
4.250	619-0

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	701-0	699-7
PP	698-0	695-5
S1	695-0	691-4

Download as Excel Spreadsheet

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

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