CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 26-Jul-2012

Day Change Summary
	Previous	Current
	25-Jul-2012	26-Jul-2012	Change	Change %	Previous Week
Open	785-0	781-0	-4-0	-0.5%	771-0
High	785-0	781-0	-4-0	-0.5%	783-2
Low	781-0	772-4	-8-4	-1.1%	766-0
Close	782-4	773-2	-9-2	-1.2%	781-2
Range	4-0	8-4	4-4	112.5%	17-2
ATR	18-7	18-2	-0-5	-3.4%	0-0
Volume	22,906	16,710	-6,196	-27.0%	151,797

Daily Pivots for day following 26-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	801-1	795-5	777-7
R3	792-5	787-1	775-5
R2	784-1	784-1	774-6
R1	778-5	778-5	774-0	777-1
PP	775-5	775-5	775-5	774-6
S1	770-1	770-1	772-4	768-5
S2	767-1	767-1	771-6
S3	758-5	761-5	770-7
S4	750-1	753-1	768-5

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	785-0	737-0	48-0	6.2%	9-7	1.3%	76%	False	False	30,187
10	785-0	735-0	50-0	6.5%	11-0	1.4%	77%	False	False	27,914
20	785-0	641-2	143-6	18.6%	10-6	1.4%	92%	False	False	26,703
40	785-0	518-4	266-4	34.5%	8-0	1.0%	96%	False	False	20,168

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	3-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	817-1
2.618	803-2
1.618	794-6
1.000	789-4
0.618	786-2
HIGH	781-0
0.618	777-6
0.500	776-6
0.382	775-6
LOW	772-4
0.618	767-2
1.000	764-0
1.618	758-6
2.618	750-2
4.250	736-3

Fisher Pivots for day following 26-Jul-2012
Pivot	1 day	3 day
R1	776-6	769-1
PP	775-5	765-1
S1	774-3	761-0

Download as Excel Spreadsheet

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

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