CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 723-0 709-4 -13-4 -1.9% 686-4
High 727-0 717-4 -9-4 -1.3% 703-0
Low 720-0 705-0 -15-0 -2.1% 679-0
Close 725-4 714-2 -11-2 -1.6% 681-4
Range 7-0 12-4 5-4 78.6% 24-0
ATR 16-7 17-1 0-2 1.6% 0-0
Volume 35,568 20,619 -14,949 -42.0% 65,748
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 749-6 744-4 721-1
R3 737-2 732-0 717-6
R2 724-6 724-6 716-4
R1 719-4 719-4 715-3 722-1
PP 712-2 712-2 712-2 713-4
S1 707-0 707-0 713-1 709-5
S2 699-6 699-6 712-0
S3 687-2 694-4 710-6
S4 674-6 682-0 707-3
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
5 728-4 679-0 49-4 6.9% 13-6 1.9% 71% False False 20,419
10 728-4 679-0 49-4 6.9% 11-7 1.7% 71% False False 16,953
20 728-4 630-6 97-6 13.7% 12-4 1.8% 85% False False 16,714
40 732-2 594-0 138-2 19.4% 13-2 1.9% 87% False False 15,271
60 732-2 594-0 138-2 19.4% 12-6 1.8% 87% False False 11,883
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 False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 770-5
2.618 750-2
1.618 737-6
1.000 730-0
0.618 725-2
HIGH 717-4
0.618 712-6
0.500 711-2
0.382 709-6
LOW 705-0
0.618 697-2
1.000 692-4
1.618 684-6
2.618 672-2
4.250 651-7
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 713-2 713-7
PP 712-2 713-3
S1 711-2 713-0

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

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