CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 791-0 782-0 -9-0 -1.1% 752-6
High 791-2 794-4 3-2 0.4% 784-0
Low 787-0 782-0 -5-0 -0.6% 747-4
Close 787-6 794-0 6-2 0.8% 784-0
Range 4-2 12-4 8-2 194.1% 36-4
ATR 11-5 11-6 0-0 0.5% 0-0
Volume 13,738 8,769 -4,969 -36.2% 43,256
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 827-5 823-3 800-7
R3 815-1 810-7 797-4
R2 802-5 802-5 796-2
R1 798-3 798-3 795-1 800-4
PP 790-1 790-1 790-1 791-2
S1 785-7 785-7 792-7 788-0
S2 777-5 777-5 791-6
S3 765-1 773-3 790-4
S4 752-5 760-7 787-1
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 881-3 869-1 804-1
R3 844-7 832-5 794-0
R2 808-3 808-3 790-6
R1 796-1 796-1 787-3 802-2
PP 771-7 771-7 771-7 774-7
S1 759-5 759-5 780-5 765-6
S2 735-3 735-3 777-2
S3 698-7 723-1 774-0
S4 662-3 686-5 763-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794-4 753-0 41-4 5.2% 11-3 1.4% 99% True False 10,820
10 794-4 731-0 63-4 8.0% 7-4 0.9% 99% True False 8,354
20 794-4 707-4 87-0 11.0% 6-0 0.8% 99% True False 8,076
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 0-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 847-5
2.618 827-2
1.618 814-6
1.000 807-0
0.618 802-2
HIGH 794-4
0.618 789-6
0.500 788-2
0.382 786-6
LOW 782-0
0.618 774-2
1.000 769-4
1.618 761-6
2.618 749-2
4.250 728-7
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 792-1 788-3
PP 790-1 782-6
S1 788-2 777-1

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

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