CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 709-4 708-4 -1-0 -0.1% 691-0
High 717-4 722-0 4-4 0.6% 728-4
Low 705-0 702-4 -2-4 -0.4% 690-0
Close 714-2 716-0 1-6 0.2% 716-0
Range 12-4 19-4 7-0 56.0% 38-4
ATR 17-1 17-2 0-1 1.0% 0-0
Volume 20,619 18,117 -2,502 -12.1% 101,834
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 772-0 763-4 726-6
R3 752-4 744-0 721-3
R2 733-0 733-0 719-5
R1 724-4 724-4 717-6 728-6
PP 713-4 713-4 713-4 715-5
S1 705-0 705-0 714-2 709-2
S2 694-0 694-0 712-3
S3 674-4 685-4 710-5
S4 655-0 666-0 705-2
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 827-0 810-0 737-1
R3 788-4 771-4 726-5
R2 750-0 750-0 723-0
R1 733-0 733-0 719-4 741-4
PP 711-4 711-4 711-4 715-6
S1 694-4 694-4 712-4 703-0
S2 673-0 673-0 709-0
S3 634-4 656-0 705-3
S4 596-0 617-4 694-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 728-4 690-0 38-4 5.4% 15-7 2.2% 68% False False 20,366
10 728-4 679-0 49-4 6.9% 12-1 1.7% 75% False False 16,758
20 728-4 640-4 88-0 12.3% 12-5 1.8% 86% False False 17,092
40 728-4 594-0 134-4 18.8% 13-0 1.8% 91% False False 15,492
60 732-2 594-0 138-2 19.3% 12-7 1.8% 88% False False 12,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 804-7
2.618 773-0
1.618 753-4
1.000 741-4
0.618 734-0
HIGH 722-0
0.618 714-4
0.500 712-2
0.382 710-0
LOW 702-4
0.618 690-4
1.000 683-0
1.618 671-0
2.618 651-4
4.250 619-5
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 714-6 715-5
PP 713-4 715-1
S1 712-2 714-6

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

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