CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 16-Jul-2012

Day Change Summary
	Previous	Current
	13-Jul-2012	16-Jul-2012	Change	Change %	Previous Week
Open	738-0	771-0	33-0	4.5%	735-4
High	741-6	778-0	36-2	4.9%	746-2
Low	735-0	769-0	34-0	4.6%	696-0
Close	741-6	772-4	30-6	4.1%	741-6
Range	6-6	9-0	2-2	33.3%	50-2
ATR	19-2	20-4	1-2	6.3%	0-0
Volume	24,053	25,048	995	4.1%	144,403

Daily Pivots for day following 16-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	800-1	795-3	777-4
R3	791-1	786-3	775-0
R2	782-1	782-1	774-1
R1	777-3	777-3	773-3	779-6
PP	773-1	773-1	773-1	774-3
S1	768-3	768-3	771-5	770-6
S2	764-1	764-1	770-7
S3	755-1	759-3	770-0
S4	746-1	750-3	767-4

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	878-6	860-4	769-3
R3	828-4	810-2	755-5
R2	778-2	778-2	751-0
R1	760-0	760-0	746-3	769-1
PP	728-0	728-0	728-0	732-4
S1	709-6	709-6	737-1	718-7
S2	677-6	677-6	732-4
S3	627-4	659-4	727-7
S4	577-2	609-2	714-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	778-0	696-0	82-0	10.6%	16-2	2.1%	93%	True	False	28,563
10	778-0	664-4	113-4	14.7%	11-3	1.5%	95%	True	False	26,293
20	778-0	542-0	236-0	30.6%	9-3	1.2%	98%	True	False	21,317
40	778-0	518-4	259-4	33.6%	6-3	0.8%	98%	True	False	15,981

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	1-2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	816-2
2.618	801-4
1.618	792-4
1.000	787-0
0.618	783-4
HIGH	778-0
0.618	774-4
0.500	773-4
0.382	772-4
LOW	769-0
0.618	763-4
1.000	760-0
1.618	754-4
2.618	745-4
4.250	730-6

Fisher Pivots for day following 16-Jul-2012
Pivot	1 day	3 day
R1	773-4	766-4
PP	773-1	760-4
S1	772-7	754-4

Download as Excel Spreadsheet

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

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