CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 18-Oct-2011

Day Change Summary
	Previous	Current
	17-Oct-2011	18-Oct-2011	Change	Change %	Previous Week
Open	659-4	654-6	-4-6	-0.7%	639-2
High	665-0	662-0	-3-0	-0.5%	669-2
Low	659-4	654-6	-4-6	-0.7%	629-0
Close	662-2	662-2	0-0	0.0%	663-2
Range	5-4	7-2	1-6	31.8%	40-2
ATR	13-6	13-2	-0-4	-3.2%	0-0
Volume	30,943	16,418	-14,525	-46.9%	101,185

Daily Pivots for day following 18-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	681-3	679-1	666-2
R3	674-1	671-7	664-2
R2	666-7	666-7	663-5
R1	664-5	664-5	662-7	665-6
PP	659-5	659-5	659-5	660-2
S1	657-3	657-3	661-5	658-4
S2	652-3	652-3	660-7
S3	645-1	650-1	660-2
S4	637-7	642-7	658-2

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	774-5	759-1	685-3
R3	734-3	718-7	674-3
R2	694-1	694-1	670-5
R1	678-5	678-5	667-0	686-3
PP	653-7	653-7	653-7	657-6
S1	638-3	638-3	659-4	646-1
S2	613-5	613-5	655-7
S3	573-3	598-1	652-1
S4	533-1	557-7	641-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	667-0	654-6	12-2	1.8%	5-0	0.7%	61%	False	True	24,668
10	669-2	622-0	47-2	7.1%	9-2	1.4%	85%	False	False	20,515
20	713-0	606-2	106-6	16.1%	9-7	1.5%	52%	False	False	18,562
40	794-4	606-2	188-2	28.4%	9-6	1.5%	30%	False	False	15,099

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	692-6
2.618	681-0
1.618	673-6
1.000	669-2
0.618	666-4
HIGH	662-0
0.618	659-2
0.500	658-3
0.382	657-4
LOW	654-6
0.618	650-2
1.000	647-4
1.618	643-0
2.618	635-6
4.250	624-0

Fisher Pivots for day following 18-Oct-2011
Pivot	1 day	3 day
R1	661-0	661-4
PP	659-5	660-5
S1	658-3	659-7

Download as Excel Spreadsheet

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

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