CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 691-0 697-4 6-4 0.9% 686-4
High 699-2 728-4 29-2 4.2% 703-0
Low 690-0 697-4 7-4 1.1% 679-0
Close 698-4 727-2 28-6 4.1% 681-4
Range 9-2 31-0 21-6 235.1% 24-0
ATR 16-4 17-5 1-0 6.2% 0-0
Volume 17,443 10,087 -7,356 -42.2% 65,748
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 810-6 800-0 744-2
R3 779-6 769-0 735-6
R2 748-6 748-6 732-7
R1 738-0 738-0 730-1 743-3
PP 717-6 717-6 717-6 720-4
S1 707-0 707-0 724-3 712-3
S2 686-6 686-6 721-5
S3 655-6 676-0 718-6
S4 624-6 645-0 710-2
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
5 728-4 679-0 49-4 6.8% 14-2 2.0% 97% True False 14,262
10 728-4 678-0 50-4 6.9% 12-0 1.6% 98% True False 14,878
20 728-4 618-0 110-4 15.2% 12-1 1.7% 99% True False 15,483
40 732-2 594-0 138-2 19.0% 13-2 1.8% 96% False False 14,170
60 732-2 594-0 138-2 19.0% 12-6 1.8% 96% False False 11,165
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 0-6
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 860-2
2.618 809-5
1.618 778-5
1.000 759-4
0.618 747-5
HIGH 728-4
0.618 716-5
0.500 713-0
0.382 709-3
LOW 697-4
0.618 678-3
1.000 666-4
1.618 647-3
2.618 616-3
4.250 565-6
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 722-4 719-3
PP 717-6 711-5
S1 713-0 703-6

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

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