CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 697-4 723-0 25-4 3.7% 686-4
High 728-4 727-0 -1-4 -0.2% 703-0
Low 697-4 720-0 22-4 3.2% 679-0
Close 727-2 725-4 -1-6 -0.2% 681-4
Range 31-0 7-0 -24-0 -77.4% 24-0
ATR 17-5 16-7 -0-6 -4.2% 0-0
Volume 10,087 35,568 25,481 252.6% 65,748
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 745-1 742-3 729-3
R3 738-1 735-3 727-3
R2 731-1 731-1 726-6
R1 728-3 728-3 726-1 729-6
PP 724-1 724-1 724-1 724-7
S1 721-3 721-3 724-7 722-6
S2 717-1 717-1 724-2
S3 710-1 714-3 723-5
S4 703-1 707-3 721-5
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 759-7 744-5 694-6
R3 735-7 720-5 688-1
R2 711-7 711-7 685-7
R1 696-5 696-5 683-6 692-2
PP 687-7 687-7 687-7 685-5
S1 672-5 672-5 679-2 668-2
S2 663-7 663-7 677-1
S3 639-7 648-5 674-7
S4 615-7 624-5 668-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 728-4 679-0 49-4 6.8% 12-4 1.7% 94% False False 19,574
10 728-4 678-0 50-4 7.0% 11-5 1.6% 94% False False 16,430
20 728-4 628-6 99-6 13.7% 12-0 1.7% 97% False False 16,614
40 732-2 594-0 138-2 19.1% 13-2 1.8% 95% False False 14,898
60 732-2 594-0 138-2 19.1% 12-6 1.8% 95% False False 11,645
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 1-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 756-6
2.618 745-3
1.618 738-3
1.000 734-0
0.618 731-3
HIGH 727-0
0.618 724-3
0.500 723-4
0.382 722-5
LOW 720-0
0.618 715-5
1.000 713-0
1.618 708-5
2.618 701-5
4.250 690-2
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 724-7 720-1
PP 724-1 714-5
S1 723-4 709-2

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

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