CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 708-4 698-0 -10-4 -1.5% 691-0
High 722-0 702-0 -20-0 -2.8% 728-4
Low 702-4 694-0 -8-4 -1.2% 690-0
Close 716-0 699-4 -16-4 -2.3% 716-0
Range 19-4 8-0 -11-4 -59.0% 38-4
ATR 17-2 17-5 0-3 2.0% 0-0
Volume 18,117 30,400 12,283 67.8% 101,834
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 722-4 719-0 703-7
R3 714-4 711-0 701-6
R2 706-4 706-4 701-0
R1 703-0 703-0 700-2 704-6
PP 698-4 698-4 698-4 699-3
S1 695-0 695-0 698-6 696-6
S2 690-4 690-4 698-0
S3 682-4 687-0 697-2
S4 674-4 679-0 695-1
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
5 728-4 694-0 34-4 4.9% 15-5 2.2% 16% False True 22,958
10 728-4 679-0 49-4 7.1% 12-0 1.7% 41% False False 18,625
20 728-4 651-0 77-4 11.1% 12-6 1.8% 63% False False 17,897
40 728-4 594-0 134-4 19.2% 13-0 1.9% 78% False False 15,800
60 732-2 594-0 138-2 19.8% 12-6 1.8% 76% False False 12,504
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 736-0
2.618 723-0
1.618 715-0
1.000 710-0
0.618 707-0
HIGH 702-0
0.618 699-0
0.500 698-0
0.382 697-0
LOW 694-0
0.618 689-0
1.000 686-0
1.618 681-0
2.618 673-0
4.250 660-0
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 699-0 708-0
PP 698-4 705-1
S1 698-0 702-3

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

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