CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	675-4	697-0	21-4	3.2%	601-0
High	682-2	717-0	34-6	5.1%	657-4
Low	675-4	697-0	21-4	3.2%	601-0
Close	682-2	715-6	33-4	4.9%	643-6
Range	6-6	20-0	13-2	196.3%	56-4
ATR	14-5	16-0	1-4	9.8%	0-0
Volume	24,210	19,035	-5,175	-21.4%	91,169

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	769-7	762-7	726-6
R3	749-7	742-7	721-2
R2	729-7	729-7	719-3
R1	722-7	722-7	717-5	726-3
PP	709-7	709-7	709-7	711-6
S1	702-7	702-7	713-7	706-3
S2	689-7	689-7	712-1
S3	669-7	682-7	710-2
S4	649-7	662-7	704-6

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	717-0	641-2	75-6	10.6%	6-7	1.0%	98%	True	False	20,507
10	717-0	561-0	156-0	21.8%	8-4	1.2%	99%	True	False	17,439
20	717-0	518-4	198-4	27.7%	6-1	0.9%	99%	True	False	16,327
40	717-0	514-0	203-0	28.4%	5-1	0.7%	99%	True	False	12,416

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-0
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	802-0
2.618	769-3
1.618	749-3
1.000	737-0
0.618	729-3
HIGH	717-0
0.618	709-3
0.500	707-0
0.382	704-5
LOW	697-0
0.618	684-5
1.000	677-0
1.618	664-5
2.618	644-5
4.250	612-0

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	712-7	707-3
PP	709-7	699-1
S1	707-0	690-6

Download as Excel Spreadsheet

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

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