CME Pit-Traded Corn Future July 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	738-0	732-0	-6-0	-0.8%	707-4
High	738-0	740-0	2-0	0.3%	740-0
Low	731-0	731-4	0-4	0.1%	707-4
Close	733-0	734-4	1-4	0.2%	734-4
Range	7-0	8-4	1-4	21.4%	32-4
ATR
Volume	7,723	13,494	5,771	74.7%	40,911

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	760-7	756-1	739-1
R3	752-3	747-5	736-7
R2	743-7	743-7	736-0
R1	739-1	739-1	735-2	741-4
PP	735-3	735-3	735-3	736-4
S1	730-5	730-5	733-6	733-0
S2	726-7	726-7	733-0
S3	718-3	722-1	732-1
S4	709-7	713-5	729-7

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	824-7	812-1	752-3
R3	792-3	779-5	743-4
R2	759-7	759-7	740-4
R1	747-1	747-1	737-4	753-4
PP	727-3	727-3	727-3	730-4
S1	714-5	714-5	731-4	721-0
S2	694-7	694-7	728-4
S3	662-3	682-1	725-4
S4	629-7	649-5	716-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	740-0	707-4	32-4	4.4%	5-2	0.7%	83%	True	False	8,182
10	740-0	707-4	32-4	4.4%	6-2	0.9%	83%	True	False	8,019

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	0-3
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	776-1
2.618	762-2
1.618	753-6
1.000	748-4
0.618	745-2
HIGH	740-0
0.618	736-6
0.500	735-6
0.382	734-6
LOW	731-4
0.618	726-2
1.000	723-0
1.618	717-6
2.618	709-2
4.250	695-3

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	735-6	731-3
PP	735-3	728-3
S1	734-7	725-2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols