CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	632-0	630-6	-1-2	-0.2%	619-4
High	632-2	648-6	16-4	2.6%	648-6
Low	628-6	630-6	2-0	0.3%	615-0
Close	628-4	649-2	20-6	3.3%	649-2
Range	3-4	18-0	14-4	414.3%	33-6
ATR	18-4	18-5	0-1	0.7%	0-0
Volume	18,612	10,556	-8,056	-43.3%	76,561

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	696-7	691-1	659-1
R3	678-7	673-1	654-2
R2	660-7	660-7	652-4
R1	655-1	655-1	650-7	658-0
PP	642-7	642-7	642-7	644-3
S1	637-1	637-1	647-5	640-0
S2	624-7	624-7	646-0
S3	606-7	619-1	644-2
S4	588-7	601-1	639-3

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	738-7	727-7	667-6
R3	705-1	694-1	658-4
R2	671-3	671-3	655-4
R1	660-3	660-3	652-3	665-7
PP	637-5	637-5	637-5	640-4
S1	626-5	626-5	646-1	632-1
S2	603-7	603-7	643-0
S3	570-1	592-7	640-0
S4	536-3	559-1	630-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	648-6	594-0	54-6	8.4%	12-1	1.9%	101%	True	False	17,572
10	683-4	594-0	89-4	13.8%	12-2	1.9%	62%	False	False	16,828
20	724-0	594-0	130-0	20.0%	13-3	2.1%	43%	False	False	13,892
40	732-2	594-0	138-2	21.3%	13-0	2.0%	40%	False	False	9,600

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1-0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	725-2
2.618	695-7
1.618	677-7
1.000	666-6
0.618	659-7
HIGH	648-6
0.618	641-7
0.500	639-6
0.382	637-5
LOW	630-6
0.618	619-5
1.000	612-6
1.618	601-5
2.618	583-5
4.250	554-2

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	646-1	644-0
PP	642-7	638-5
S1	639-6	633-3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols