CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 01-Aug-2012

Day Change Summary
	Previous	Current
	31-Jul-2012	01-Aug-2012	Change	Change %	Previous Week
Open	802-0	792-4	-9-4	-1.2%	776-4
High	805-0	800-0	-5-0	-0.6%	787-4
Low	799-0	782-0	-17-0	-2.1%	737-0
Close	801-2	799-0	-2-2	-0.3%	787-4
Range	6-0	18-0	12-0	200.0%	50-4
ATR	17-4	17-5	0-1	0.7%	0-0
Volume	17,186	15,026	-2,160	-12.6%	116,943

Daily Pivots for day following 01-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	847-5	841-3	808-7
R3	829-5	823-3	804-0
R2	811-5	811-5	802-2
R1	805-3	805-3	800-5	808-4
PP	793-5	793-5	793-5	795-2
S1	787-3	787-3	797-3	790-4
S2	775-5	775-5	795-6
S3	757-5	769-3	794-0
S4	739-5	751-3	789-1

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	922-1	905-3	815-2
R3	871-5	854-7	801-3
R2	821-1	821-1	796-6
R1	804-3	804-3	792-1	812-6
PP	770-5	770-5	770-5	774-7
S1	753-7	753-7	782-7	762-2
S2	720-1	720-1	778-2
S3	669-5	703-3	773-5
S4	619-1	652-7	759-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	808-4	772-4	36-0	4.5%	7-6	1.0%	74%	False	False	15,966
10	808-4	737-0	71-4	8.9%	9-2	1.2%	87%	False	False	24,029
20	808-4	696-0	112-4	14.1%	11-4	1.4%	92%	False	False	25,684
40	808-4	518-4	290-0	36.3%	8-3	1.1%	97%	False	False	20,830

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-6
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	876-4
2.618	847-1
1.618	829-1
1.000	818-0
0.618	811-1
HIGH	800-0
0.618	793-1
0.500	791-0
0.382	788-7
LOW	782-0
0.618	770-7
1.000	764-0
1.618	752-7
2.618	734-7
4.250	705-4

Fisher Pivots for day following 01-Aug-2012
Pivot	1 day	3 day
R1	796-3	797-6
PP	793-5	796-4
S1	791-0	795-2

Download as Excel Spreadsheet

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

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