CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 699-4 687-4 -12-0 -1.7% 686-4
High 702-0 688-0 -14-0 -2.0% 703-0
Low 696-0 679-0 -17-0 -2.4% 679-0
Close 698-6 681-4 -17-2 -2.5% 681-4
Range 6-0 9-0 3-0 50.0% 24-0
ATR 16-2 16-4 0-2 1.6% 0-0
Volume 16,394 18,380 1,986 12.1% 65,748
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 709-7 704-5 686-4
R3 700-7 695-5 684-0
R2 691-7 691-7 683-1
R1 686-5 686-5 682-3 684-6
PP 682-7 682-7 682-7 681-7
S1 677-5 677-5 680-5 675-6
S2 673-7 673-7 679-7
S3 664-7 668-5 679-0
S4 655-7 659-5 676-4
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 759-7 744-5 694-6
R3 735-7 720-5 688-1
R2 711-7 711-7 685-7
R1 696-5 696-5 683-6 692-2
PP 687-7 687-7 687-7 685-5
S1 672-5 672-5 679-2 668-2
S2 663-7 663-7 677-1
S3 639-7 648-5 674-7
S4 615-7 624-5 668-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 703-0 679-0 24-0 3.5% 8-3 1.2% 10% False True 13,149
10 711-6 678-0 33-6 5.0% 10-3 1.5% 10% False False 15,010
20 711-6 594-0 117-6 17.3% 11-5 1.7% 74% False False 16,394
40 732-2 594-0 138-2 20.3% 12-5 1.8% 63% False False 13,818
60 732-2 594-0 138-2 20.3% 12-6 1.9% 63% False False 10,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 726-2
2.618 711-4
1.618 702-4
1.000 697-0
0.618 693-4
HIGH 688-0
0.618 684-4
0.500 683-4
0.382 682-4
LOW 679-0
0.618 673-4
1.000 670-0
1.618 664-4
2.618 655-4
4.250 640-6
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 683-4 691-0
PP 682-7 687-7
S1 682-1 684-5

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

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