CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 782-4 779-4 -3-0 -0.4% 771-0
High 783-0 781-4 -1-4 -0.2% 783-2
Low 770-4 779-4 9-0 1.2% 766-0
Close 770-4 781-2 10-6 1.4% 781-2
Range 12-4 2-0 -10-4 -84.0% 17-2
ATR 19-3 18-6 -0-5 -3.1% 0-0
Volume 26,233 47,639 21,406 81.6% 151,797
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 786-6 786-0 782-3
R3 784-6 784-0 781-6
R2 782-6 782-6 781-5
R1 782-0 782-0 781-3 782-3
PP 780-6 780-6 780-6 781-0
S1 780-0 780-0 781-1 780-3
S2 778-6 778-6 780-7
S3 776-6 778-0 780-6
S4 774-6 776-0 780-1
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 828-5 822-1 790-6
R3 811-3 804-7 786-0
R2 794-1 794-1 784-3
R1 787-5 787-5 782-7 790-7
PP 776-7 776-7 776-7 778-4
S1 770-3 770-3 779-5 773-5
S2 759-5 759-5 778-1
S3 742-3 753-1 776-4
S4 725-1 735-7 771-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 783-2 766-0 17-2 2.2% 11-1 1.4% 88% False False 30,359
10 783-2 696-0 87-2 11.2% 13-0 1.7% 98% False False 29,620
20 783-2 564-4 218-6 28.0% 10-1 1.3% 99% False False 24,567
40 783-2 518-4 264-6 33.9% 7-1 0.9% 99% False False 18,121
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 790-0
2.618 786-6
1.618 784-6
1.000 783-4
0.618 782-6
HIGH 781-4
0.618 780-6
0.500 780-4
0.382 780-2
LOW 779-4
0.618 778-2
1.000 777-4
1.618 776-2
2.618 774-2
4.250 771-0
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 781-0 779-0
PP 780-6 776-7
S1 780-4 774-5

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

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