CME Pit-Traded Corn Future December 2011


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 696-0 685-0 -11-0 -1.6% 677-0
High 708-4 701-0 -7-4 -1.1% 715-6
Low 688-0 680-4 -7-4 -1.1% 675-4
Close 703-0 686-0 -17-0 -2.4% 703-0
Range 20-4 20-4 0-0 0.0% 40-2
ATR 19-3 19-5 0-2 1.2% 0-0
Volume 216,157 211,891 -4,266 -2.0% 932,515
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 750-5 738-7 697-2
R3 730-1 718-3 691-5
R2 709-5 709-5 689-6
R1 697-7 697-7 687-7 703-6
PP 689-1 689-1 689-1 692-1
S1 677-3 677-3 684-1 683-2
S2 668-5 668-5 682-2
S3 648-1 656-7 680-3
S4 627-5 636-3 674-6
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 818-7 801-1 725-1
R3 778-5 760-7 714-1
R2 738-3 738-3 710-3
R1 720-5 720-5 706-6 729-4
PP 698-1 698-1 698-1 702-4
S1 680-3 680-3 699-2 689-2
S2 657-7 657-7 695-5
S3 617-5 640-1 691-7
S4 577-3 599-7 680-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 715-6 680-4 35-2 5.1% 19-6 2.9% 16% False True 197,460
10 715-6 666-0 49-6 7.3% 16-1 2.4% 40% False False 167,496
20 715-6 636-2 79-4 11.6% 16-3 2.4% 63% False False 160,235
40 715-6 576-0 139-6 20.4% 16-4 2.4% 79% False False 145,075
60 720-4 576-0 144-4 21.1% 15-3 2.2% 76% False False 120,322
80 720-4 576-0 144-4 21.1% 15-2 2.2% 76% False False 107,316
100 720-4 572-0 148-4 21.6% 14-3 2.1% 77% False False 96,686
120 720-4 548-0 172-4 25.1% 14-0 2.0% 80% False False 86,976
Crabel Price Patterns
NR False
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 3-5
Fibonacci Retracements and Extensions
4.250 788-1
2.618 754-5
1.618 734-1
1.000 721-4
0.618 713-5
HIGH 701-0
0.618 693-1
0.500 690-6
0.382 688-3
LOW 680-4
0.618 667-7
1.000 660-0
1.618 647-3
2.618 626-7
4.250 593-3
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 690-6 694-4
PP 689-1 691-5
S1 687-5 688-7

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

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