CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 13-Jul-2012

Day Change Summary
	Previous	Current
	12-Jul-2012	13-Jul-2012	Change	Change %	Previous Week
Open	718-6	747-4	28-6	4.0%	733-0
High	739-2	747-4	8-2	1.1%	747-4
Low	718-6	729-0	10-2	1.4%	685-4
Close	732-2	740-2	8-0	1.1%	740-2
Range	20-4	18-4	-2-0	-9.8%	62-0
ATR	24-6	24-2	-0-4	-1.8%	0-0
Volume	331,339	189,854	-141,485	-42.7%	1,018,794

Daily Pivots for day following 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	794-3	785-7	750-3
R3	775-7	767-3	745-3
R2	757-3	757-3	743-5
R1	748-7	748-7	742-0	743-7
PP	738-7	738-7	738-7	736-4
S1	730-3	730-3	738-4	725-3
S2	720-3	720-3	736-7
S3	701-7	711-7	735-1
S4	683-3	693-3	730-1

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	910-3	887-3	774-3
R3	848-3	825-3	757-2
R2	786-3	786-3	751-5
R1	763-3	763-3	745-7	774-7
PP	724-3	724-3	724-3	730-2
S1	701-3	701-3	734-5	712-7
S2	662-3	662-3	728-7
S3	600-3	639-3	723-2
S4	538-3	577-3	706-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	747-4	685-4	62-0	8.4%	23-5	3.2%	88%	True	False	203,758
10	747-4	631-4	116-0	15.7%	19-0	2.6%	94%	True	False	199,777
20	747-4	506-0	241-4	32.6%	17-1	2.3%	97%	True	False	179,504
40	747-4	506-0	241-4	32.6%	12-6	1.7%	97%	True	False	131,835
60	747-4	502-0	245-4	33.2%	11-1	1.5%	97%	True	False	109,420
80	747-4	502-0	245-4	33.2%	10-1	1.4%	97%	True	False	93,443
100	747-4	502-0	245-4	33.2%	9-3	1.3%	97%	True	False	82,022

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

Fibonacci Retracements and Extensions
4.250	826-1
2.618	795-7
1.618	777-3
1.000	766-0
0.618	758-7
HIGH	747-4
0.618	740-3
0.500	738-2
0.382	736-1
LOW	729-0
0.618	717-5
1.000	710-4
1.618	699-1
2.618	680-5
4.250	650-3

Fisher Pivots for day following 13-Jul-2012
Pivot	1 day	3 day
R1	739-5	732-3
PP	738-7	724-3
S1	738-2	716-4

Download as Excel Spreadsheet

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

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