CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	641-6	651-0	9-2	1.4%	619-4
High	646-4	671-4	25-0	3.9%	648-6
Low	640-4	651-0	10-4	1.6%	615-0
Close	645-6	670-6	25-0	3.9%	649-2
Range	6-0	20-4	14-4	241.7%	33-6
ATR	18-0	18-4	0-4	3.1%	0-0
Volume	14,318	16,778	2,460	17.2%	76,561

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	725-7	718-7	682-0
R3	705-3	698-3	676-3
R2	684-7	684-7	674-4
R1	677-7	677-7	672-5	681-3
PP	664-3	664-3	664-3	666-2
S1	657-3	657-3	668-7	660-7
S2	643-7	643-7	667-0
S3	623-3	636-7	665-1
S4	602-7	616-3	659-4

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	671-4	618-0	53-4	8.0%	11-3	1.7%	99%	True	False	14,643
10	683-4	594-0	89-4	13.3%	12-3	1.8%	86%	False	False	16,428
20	703-2	594-0	109-2	16.3%	14-0	2.1%	70%	False	False	14,181
40	732-2	594-0	138-2	20.6%	13-1	2.0%	56%	False	False	10,099

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	758-5
2.618	725-1
1.618	704-5
1.000	692-0
0.618	684-1
HIGH	671-4
0.618	663-5
0.500	661-2
0.382	658-7
LOW	651-0
0.618	638-3
1.000	630-4
1.618	617-7
2.618	597-3
4.250	563-7

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	667-5	664-2
PP	664-3	657-5
S1	661-2	651-1

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