CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 665-0 675-4 10-4 1.6% 601-0
High 665-0 682-2 17-2 2.6% 657-4
Low 664-4 675-4 11-0 1.7% 601-0
Close 664-0 682-2 18-2 2.7% 643-6
Range 0-4 6-6 6-2 1,250.0% 56-4
ATR 14-3 14-5 0-2 2.0% 0-0
Volume 18,212 24,210 5,998 32.9% 91,169
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 700-2 698-0 686-0
R3 693-4 691-2 684-1
R2 686-6 686-6 683-4
R1 684-4 684-4 682-7 685-5
PP 680-0 680-0 680-0 680-4
S1 677-6 677-6 681-5 678-7
S2 673-2 673-2 681-0
S3 666-4 671-0 680-3
S4 659-6 664-2 678-4
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 803-5 780-1 674-7
R3 747-1 723-5 659-2
R2 690-5 690-5 654-1
R1 667-1 667-1 648-7 678-7
PP 634-1 634-1 634-1 640-0
S1 610-5 610-5 638-5 622-3
S2 577-5 577-5 633-3
S3 521-1 554-1 628-2
S4 464-5 497-5 612-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 682-2 639-4 42-6 6.3% 6-4 1.0% 100% True False 21,330
10 682-2 561-0 121-2 17.8% 6-6 1.0% 100% True False 17,523
20 682-2 518-4 163-6 24.0% 5-2 0.8% 100% True False 15,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 711-0
2.618 699-7
1.618 693-1
1.000 689-0
0.618 686-3
HIGH 682-2
0.618 679-5
0.500 678-7
0.382 678-1
LOW 675-4
0.618 671-3
1.000 668-6
1.618 664-5
2.618 657-7
4.250 646-6
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 681-1 675-5
PP 680-0 669-1
S1 678-7 662-4

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

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