CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	654-6	664-2	9-4	1.5%	639-2
High	662-0	667-2	5-2	0.8%	669-2
Low	654-6	657-2	2-4	0.4%	629-0
Close	662-2	658-2	-4-0	-0.6%	663-2
Range	7-2	10-0	2-6	37.9%	40-2
ATR	13-2	13-1	-0-2	-1.8%	0-0
Volume	16,418	34,058	17,640	107.4%	101,185

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	690-7	684-5	663-6
R3	680-7	674-5	661-0
R2	670-7	670-7	660-1
R1	664-5	664-5	659-1	662-6
PP	660-7	660-7	660-7	660-0
S1	654-5	654-5	657-3	652-6
S2	650-7	650-7	656-3
S3	640-7	644-5	655-4
S4	630-7	634-5	652-6

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	667-2	654-6	12-4	1.9%	4-4	0.7%	28%	True	False	25,204
10	669-2	622-0	47-2	7.2%	9-3	1.4%	77%	False	False	21,689
20	695-0	606-2	88-6	13.5%	10-2	1.6%	59%	False	False	19,840
40	794-4	606-2	188-2	28.6%	10-0	1.5%	28%	False	False	15,769

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	709-6
2.618	693-3
1.618	683-3
1.000	677-2
0.618	673-3
HIGH	667-2
0.618	663-3
0.500	662-2
0.382	661-1
LOW	657-2
0.618	651-1
1.000	647-2
1.618	641-1
2.618	631-1
4.250	614-6

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	662-2	661-0
PP	660-7	660-1
S1	659-5	659-1

Download as Excel Spreadsheet

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

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