CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 730-0 726-0 -4-0 -0.5% 698-0
High 731-4 732-0 0-4 0.1% 732-0
Low 724-4 724-0 -0-4 -0.1% 694-0
Close 726-6 727-4 0-6 0.1% 727-4
Range 7-0 8-0 1-0 14.3% 38-0
ATR 17-2 16-5 -0-5 -3.8% 0-0
Volume 32,749 34,997 2,248 6.9% 159,792
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 751-7 747-5 731-7
R3 743-7 739-5 729-6
R2 735-7 735-7 729-0
R1 731-5 731-5 728-2 733-6
PP 727-7 727-7 727-7 728-7
S1 723-5 723-5 726-6 725-6
S2 719-7 719-7 726-0
S3 711-7 715-5 725-2
S4 703-7 707-5 723-1
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 831-7 817-5 748-3
R3 793-7 779-5 738-0
R2 755-7 755-7 734-4
R1 741-5 741-5 731-0 748-6
PP 717-7 717-7 717-7 721-3
S1 703-5 703-5 724-0 710-6
S2 679-7 679-7 720-4
S3 641-7 665-5 717-0
S4 603-7 627-5 706-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 732-0 694-0 38-0 5.2% 7-5 1.0% 88% True False 31,958
10 732-0 690-0 42-0 5.8% 11-6 1.6% 89% True False 26,162
20 732-0 678-0 54-0 7.4% 11-0 1.5% 92% True False 20,586
40 732-0 594-0 138-0 19.0% 12-2 1.7% 97% True False 17,991
60 732-2 594-0 138-2 19.0% 12-3 1.7% 97% False False 14,346
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 766-0
2.618 753-0
1.618 745-0
1.000 740-0
0.618 737-0
HIGH 732-0
0.618 729-0
0.500 728-0
0.382 727-0
LOW 724-0
0.618 719-0
1.000 716-0
1.618 711-0
2.618 703-0
4.250 690-0
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 728-0 723-5
PP 727-7 719-7
S1 727-5 716-0

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

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