CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 689-0 681-4 -7-4 -1.1% 681-0
High 689-0 697-4 8-4 1.2% 711-6
Low 678-0 681-0 3-0 0.4% 678-0
Close 685-6 698-2 12-4 1.8% 698-2
Range 11-0 16-4 5-4 50.0% 33-6
ATR 17-4 17-3 -0-1 -0.4% 0-0
Volume 15,394 20,067 4,673 30.4% 84,359
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 741-6 736-4 707-3
R3 725-2 720-0 702-6
R2 708-6 708-6 701-2
R1 703-4 703-4 699-6 706-1
PP 692-2 692-2 692-2 693-4
S1 687-0 687-0 696-6 689-5
S2 675-6 675-6 695-2
S3 659-2 670-4 693-6
S4 642-6 654-0 689-1
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 797-2 781-4 716-6
R3 763-4 747-6 707-4
R2 729-6 729-6 704-4
R1 714-0 714-0 701-3 721-7
PP 696-0 696-0 696-0 700-0
S1 680-2 680-2 695-1 688-1
S2 662-2 662-2 692-0
S3 628-4 646-4 689-0
S4 594-6 612-6 679-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 711-6 678-0 33-6 4.8% 12-2 1.8% 60% False False 16,871
10 711-6 640-4 71-2 10.2% 13-0 1.9% 81% False False 17,427
20 711-6 594-0 117-6 16.9% 12-5 1.8% 89% False False 17,127
40 732-2 594-0 138-2 19.8% 12-7 1.8% 75% False False 12,692
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 8 trading days
Fibonacci Retracements and Extensions
4.250 767-5
2.618 740-6
1.618 724-2
1.000 714-0
0.618 707-6
HIGH 697-4
0.618 691-2
0.500 689-2
0.382 687-2
LOW 681-0
0.618 670-6
1.000 664-4
1.618 654-2
2.618 637-6
4.250 610-7
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 695-2 695-5
PP 692-2 693-1
S1 689-2 690-4

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

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