CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 632-0 630-6 -1-2 -0.2% 619-4
High 632-2 648-6 16-4 2.6% 648-6
Low 628-6 630-6 2-0 0.3% 615-0
Close 628-4 649-2 20-6 3.3% 649-2
Range 3-4 18-0 14-4 414.3% 33-6
ATR 18-4 18-5 0-1 0.7% 0-0
Volume 18,612 10,556 -8,056 -43.3% 76,561
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 696-7 691-1 659-1
R3 678-7 673-1 654-2
R2 660-7 660-7 652-4
R1 655-1 655-1 650-7 658-0
PP 642-7 642-7 642-7 644-3
S1 637-1 637-1 647-5 640-0
S2 624-7 624-7 646-0
S3 606-7 619-1 644-2
S4 588-7 601-1 639-3
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 738-7 727-7 667-6
R3 705-1 694-1 658-4
R2 671-3 671-3 655-4
R1 660-3 660-3 652-3 665-7
PP 637-5 637-5 637-5 640-4
S1 626-5 626-5 646-1 632-1
S2 603-7 603-7 643-0
S3 570-1 592-7 640-0
S4 536-3 559-1 630-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 648-6 594-0 54-6 8.4% 12-1 1.9% 101% True False 17,572
10 683-4 594-0 89-4 13.8% 12-2 1.9% 62% False False 16,828
20 724-0 594-0 130-0 20.0% 13-3 2.1% 43% False False 13,892
40 732-2 594-0 138-2 21.3% 13-0 2.0% 40% False False 9,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 725-2
2.618 695-7
1.618 677-7
1.000 666-6
0.618 659-7
HIGH 648-6
0.618 641-7
0.500 639-6
0.382 637-5
LOW 630-6
0.618 619-5
1.000 612-6
1.618 601-5
2.618 583-5
4.250 554-2
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 646-1 644-0
PP 642-7 638-5
S1 639-6 633-3

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

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