CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 21-Oct-2011

Day Change Summary
	Previous	Current
	20-Oct-2011	21-Oct-2011	Change	Change %	Previous Week
Open	656-4	682-0	25-4	3.9%	659-4
High	668-0	682-4	14-4	2.2%	682-4
Low	656-4	670-2	13-6	2.1%	654-6
Close	668-6	670-0	1-2	0.2%	670-0
Range	11-4	12-2	0-6	6.5%	27-6
ATR	13-0	13-0	0-0	0.4%	0-0
Volume	15,458	16,014	556	3.6%	112,891

Daily Pivots for day following 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	711-0	702-6	676-6
R3	698-6	690-4	673-3
R2	686-4	686-4	672-2
R1	678-2	678-2	671-1	676-2
PP	674-2	674-2	674-2	673-2
S1	666-0	666-0	668-7	664-0
S2	662-0	662-0	667-6
S3	649-6	653-6	666-5
S4	637-4	641-4	663-2

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	752-3	738-7	685-2
R3	724-5	711-1	677-5
R2	696-7	696-7	675-1
R1	683-3	683-3	672-4	690-1
PP	669-1	669-1	669-1	672-4
S1	655-5	655-5	667-4	662-3
S2	641-3	641-3	664-7
S3	613-5	627-7	662-3
S4	585-7	600-1	654-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	682-4	654-6	27-6	4.1%	9-2	1.4%	55%	True	False	22,578
10	682-4	629-0	53-4	8.0%	10-5	1.6%	77%	True	False	21,407
20	689-6	606-2	83-4	12.5%	9-5	1.4%	76%	False	False	20,136
40	794-4	606-2	188-2	28.1%	10-2	1.5%	34%	False	False	16,011

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

Fibonacci Retracements and Extensions
4.250	734-4
2.618	714-5
1.618	702-3
1.000	694-6
0.618	690-1
HIGH	682-4
0.618	677-7
0.500	676-3
0.382	674-7
LOW	670-2
0.618	662-5
1.000	658-0
1.618	650-3
2.618	638-1
4.250	618-2

Fisher Pivots for day following 21-Oct-2011
Pivot	1 day	3 day
R1	676-3	669-7
PP	674-2	669-5
S1	672-1	669-4

Download as Excel Spreadsheet

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

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