CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 11-Jul-2011

Day Change Summary
	Previous	Current
	08-Jul-2011	11-Jul-2011	Change	Change %	Previous Week
Open	630-6	641-6	11-0	1.7%	619-4
High	648-6	646-4	-2-2	-0.3%	648-6
Low	630-6	640-4	9-6	1.5%	615-0
Close	649-2	645-6	-3-4	-0.5%	649-2
Range	18-0	6-0	-12-0	-66.7%	33-6
ATR	18-5	18-0	-0-6	-3.8%	0-0
Volume	10,556	14,318	3,762	35.6%	76,561

Daily Pivots for day following 11-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	662-2	660-0	649-0
R3	656-2	654-0	647-3
R2	650-2	650-2	646-7
R1	648-0	648-0	646-2	649-1
PP	644-2	644-2	644-2	644-6
S1	642-0	642-0	645-2	643-1
S2	638-2	638-2	644-5
S3	632-2	636-0	644-1
S4	626-2	630-0	642-4

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	615-0	33-6	5.2%	9-6	1.5%	91%	False	False	18,175
10	683-4	594-0	89-4	13.9%	10-5	1.7%	58%	False	False	16,521
20	717-4	594-0	123-4	19.1%	13-2	2.0%	42%	False	False	13,703
40	732-2	594-0	138-2	21.4%	12-7	2.0%	37%	False	False	9,808

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	672-0
2.618	662-2
1.618	656-2
1.000	652-4
0.618	650-2
HIGH	646-4
0.618	644-2
0.500	643-4
0.382	642-6
LOW	640-4
0.618	636-6
1.000	634-4
1.618	630-6
2.618	624-6
4.250	615-0

Fisher Pivots for day following 11-Jul-2011
Pivot	1 day	3 day
R1	645-0	643-3
PP	644-2	641-1
S1	643-4	638-6

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