CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 687-4 691-0 3-4 0.5% 686-4
High 688-0 699-2 11-2 1.6% 703-0
Low 679-0 690-0 11-0 1.6% 679-0
Close 681-4 698-4 17-0 2.5% 681-4
Range 9-0 9-2 0-2 2.8% 24-0
ATR 16-4 16-4 0-1 0.6% 0-0
Volume 18,380 17,443 -937 -5.1% 65,748
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 723-5 720-3 703-5
R3 714-3 711-1 701-0
R2 705-1 705-1 700-2
R1 701-7 701-7 699-3 703-4
PP 695-7 695-7 695-7 696-6
S1 692-5 692-5 697-5 694-2
S2 686-5 686-5 696-6
S3 677-3 683-3 696-0
S4 668-1 674-1 693-3
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 3.4% 8-4 1.2% 81% False False 14,292
10 711-6 678-0 33-6 4.8% 10-2 1.5% 61% False False 15,143
20 711-6 615-0 96-6 13.9% 11-2 1.6% 86% False False 16,701
40 732-2 594-0 138-2 19.8% 12-4 1.8% 76% False False 14,077
60 732-2 594-0 138-2 19.8% 12-6 1.8% 76% False False 11,039
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 3 trading days
Fibonacci Retracements and Extensions
4.250 738-4
2.618 723-4
1.618 714-2
1.000 708-4
0.618 705-0
HIGH 699-2
0.618 695-6
0.500 694-5
0.382 693-4
LOW 690-0
0.618 684-2
1.000 680-6
1.618 675-0
2.618 665-6
4.250 650-6
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 697-2 695-7
PP 695-7 693-1
S1 694-5 690-4

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

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