CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 09-Jul-2012

Day Change Summary
	Previous	Current
	06-Jul-2012	09-Jul-2012	Change	Change %	Previous Week
Open	703-6	735-4	31-6	4.5%	665-0
High	703-6	737-0	33-2	4.7%	717-0
Low	700-0	735-0	35-0	5.0%	664-4
Close	700-0	735-4	35-4	5.1%	700-0
Range	3-6	2-0	-1-6	-46.7%	52-4
ATR	16-0	17-4	1-4	9.3%	0-0
Volume	32,030	26,632	-5,398	-16.9%	93,487

Daily Pivots for day following 09-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	741-7	740-5	736-5
R3	739-7	738-5	736-0
R2	737-7	737-7	735-7
R1	736-5	736-5	735-5	736-4
PP	735-7	735-7	735-7	735-6
S1	734-5	734-5	735-3	734-4
S2	733-7	733-7	735-1
S3	731-7	732-5	735-0
S4	729-7	730-5	734-3

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	737-0	664-4	72-4	9.9%	6-5	0.9%	98%	True	False	24,023
10	737-0	601-0	136-0	18.5%	6-2	0.8%	99%	True	False	21,128
20	737-0	518-4	218-4	29.7%	6-1	0.8%	99%	True	False	17,676
40	737-0	514-0	223-0	30.3%	5-1	0.7%	99%	True	False	13,313

Crabel Price Patterns
NR	True
NR4	True
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	0-0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	745-4
2.618	742-2
1.618	740-2
1.000	739-0
0.618	738-2
HIGH	737-0
0.618	736-2
0.500	736-0
0.382	735-6
LOW	735-0
0.618	733-6
1.000	733-0
1.618	731-6
2.618	729-6
4.250	726-4

Fisher Pivots for day following 09-Jul-2012
Pivot	1 day	3 day
R1	736-0	729-3
PP	735-7	723-1
S1	735-5	717-0

Download as Excel Spreadsheet

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

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