CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 06-Jul-2012

Day Change Summary
	Previous	Current
	05-Jul-2012	06-Jul-2012	Change	Change %	Previous Week
Open	697-0	703-6	6-6	1.0%	665-0
High	717-0	703-6	-13-2	-1.8%	717-0
Low	697-0	700-0	3-0	0.4%	664-4
Close	715-6	700-0	-15-6	-2.2%	700-0
Range	20-0	3-6	-16-2	-81.3%	52-4
ATR	16-0	16-0	0-0	-0.1%	0-0
Volume	19,035	32,030	12,995	68.3%	93,487

Daily Pivots for day following 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	712-4	710-0	702-0
R3	708-6	706-2	701-0
R2	705-0	705-0	700-6
R1	702-4	702-4	700-3	701-7
PP	701-2	701-2	701-2	701-0
S1	698-6	698-6	699-5	698-1
S2	697-4	697-4	699-2
S3	693-6	695-0	699-0
S4	690-0	691-2	698-0

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	851-3	828-1	728-7
R3	798-7	775-5	714-4
R2	746-3	746-3	709-5
R1	723-1	723-1	704-6	734-6
PP	693-7	693-7	693-7	699-5
S1	670-5	670-5	695-2	682-2
S2	641-3	641-3	690-3
S3	588-7	618-1	685-4
S4	536-3	565-5	671-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	717-0	642-6	74-2	10.6%	7-5	1.1%	77%	False	False	22,458
10	717-0	564-4	152-4	21.8%	7-3	1.0%	89%	False	False	19,514
20	717-0	518-4	198-4	28.4%	6-2	0.9%	91%	False	False	17,320
40	717-0	514-0	203-0	29.0%	5-2	0.7%	92%	False	False	12,918

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

Fibonacci Retracements and Extensions
4.250	719-6
2.618	713-5
1.618	709-7
1.000	707-4
0.618	706-1
HIGH	703-6
0.618	702-3
0.500	701-7
0.382	701-3
LOW	700-0
0.618	697-5
1.000	696-2
1.618	693-7
2.618	690-1
4.250	684-0

Fisher Pivots for day following 06-Jul-2012
Pivot	1 day	3 day
R1	701-7	698-6
PP	701-2	697-4
S1	700-5	696-2

Download as Excel Spreadsheet

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

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