CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 19-Jul-2012

Day Change Summary
	Previous	Current
	18-Jul-2012	19-Jul-2012	Change	Change %	Previous Week
Open	770-4	782-4	12-0	1.6%	735-4
High	783-2	783-0	-0-2	0.0%	746-2
Low	766-0	770-4	4-4	0.6%	696-0
Close	783-2	770-4	-12-6	-1.6%	741-6
Range	17-2	12-4	-4-6	-27.5%	50-2
ATR	19-7	19-3	-0-4	-2.6%	0-0
Volume	25,629	26,233	604	2.4%	144,403

Daily Pivots for day following 19-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	812-1	803-7	777-3
R3	799-5	791-3	774-0
R2	787-1	787-1	772-6
R1	778-7	778-7	771-5	776-6
PP	774-5	774-5	774-5	773-5
S1	766-3	766-3	769-3	764-2
S2	762-1	762-1	768-2
S3	749-5	753-7	767-0
S4	737-1	741-3	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	783-2	735-0	48-2	6.3%	12-0	1.6%	74%	False	False	25,642
10	783-2	696-0	87-2	11.3%	13-1	1.7%	85%	False	False	28,059
20	783-2	561-0	222-2	28.8%	10-7	1.4%	94%	False	False	22,749
40	783-2	518-4	264-6	34.4%	7-2	0.9%	95%	False	False	17,116

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	2-2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	836-1
2.618	815-6
1.618	803-2
1.000	795-4
0.618	790-6
HIGH	783-0
0.618	778-2
0.500	776-6
0.382	775-2
LOW	770-4
0.618	762-6
1.000	758-0
1.618	750-2
2.618	737-6
4.250	717-3

Fisher Pivots for day following 19-Jul-2012
Pivot	1 day	3 day
R1	776-6	774-5
PP	774-5	773-2
S1	772-5	771-7

Download as Excel Spreadsheet

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

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