CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 771-0 771-0 0-0 0.0% 735-4
High 778-0 780-6 2-6 0.4% 746-2
Low 769-0 766-0 -3-0 -0.4% 696-0
Close 772-4 771-6 -0-6 -0.1% 741-6
Range 9-0 14-6 5-6 63.9% 50-2
ATR 20-4 20-1 -0-3 -2.0% 0-0
Volume 25,048 27,248 2,200 8.8% 144,403
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 817-1 809-1 779-7
R3 802-3 794-3 775-6
R2 787-5 787-5 774-4
R1 779-5 779-5 773-1 783-5
PP 772-7 772-7 772-7 774-6
S1 764-7 764-7 770-3 768-7
S2 758-1 758-1 769-0
S3 743-3 750-1 767-6
S4 728-5 735-3 763-5
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
5 780-6 696-0 84-6 11.0% 17-3 2.2% 89% True False 24,823
10 780-6 675-4 105-2 13.6% 12-7 1.7% 91% True False 27,197
20 780-6 561-0 219-6 28.5% 9-6 1.3% 96% True False 22,097
40 780-6 518-4 262-2 34.0% 6-4 0.8% 97% True False 16,334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 843-4
2.618 819-3
1.618 804-5
1.000 795-4
0.618 789-7
HIGH 780-6
0.618 775-1
0.500 773-3
0.382 771-5
LOW 766-0
0.618 756-7
1.000 751-2
1.618 742-1
2.618 727-3
4.250 703-2
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 773-3 767-1
PP 772-7 762-4
S1 772-2 757-7

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

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