CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 687-0 699-4 12-4 1.8% 681-0
High 703-0 702-0 -1-0 -0.1% 711-6
Low 687-0 696-0 9-0 1.3% 678-0
Close 704-0 698-6 -5-2 -0.7% 698-2
Range 16-0 6-0 -10-0 -62.5% 33-6
ATR 16-7 16-2 -0-5 -3.7% 0-0
Volume 9,008 16,394 7,386 82.0% 84,359
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 716-7 713-7 702-0
R3 710-7 707-7 700-3
R2 704-7 704-7 699-7
R1 701-7 701-7 699-2 700-3
PP 698-7 698-7 698-7 698-2
S1 695-7 695-7 698-2 694-3
S2 692-7 692-7 697-5
S3 686-7 689-7 697-1
S4 680-7 683-7 695-4
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
5 703-0 680-0 23-0 3.3% 9-7 1.4% 82% False False 13,487
10 711-6 678-0 33-6 4.8% 11-0 1.6% 61% False False 14,524
20 711-6 594-0 117-6 16.9% 11-2 1.6% 89% False False 16,523
40 732-2 594-0 138-2 19.8% 12-6 1.8% 76% False False 13,472
60 732-2 594-0 138-2 19.8% 12-5 1.8% 76% False False 10,558
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 727-4
2.618 717-6
1.618 711-6
1.000 708-0
0.618 705-6
HIGH 702-0
0.618 699-6
0.500 699-0
0.382 698-2
LOW 696-0
0.618 692-2
1.000 690-0
1.618 686-2
2.618 680-2
4.250 670-4
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 699-0 697-4
PP 698-7 696-2
S1 698-7 695-0

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

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