CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 681-4 686-4 5-0 0.7% 681-0
High 697-4 689-0 -8-4 -1.2% 711-6
Low 681-0 680-0 -1-0 -0.1% 678-0
Close 698-2 687-2 -11-0 -1.6% 698-2
Range 16-4 9-0 -7-4 -45.5% 33-6
ATR 17-3 17-4 0-0 0.4% 0-0
Volume 20,067 11,730 -8,337 -41.5% 84,359
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 712-3 708-7 692-2
R3 703-3 699-7 689-6
R2 694-3 694-3 688-7
R1 690-7 690-7 688-1 692-5
PP 685-3 685-3 685-3 686-2
S1 681-7 681-7 686-3 683-5
S2 676-3 676-3 685-5
S3 667-3 672-7 684-6
S4 658-3 663-7 682-2
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 797-2 781-4 716-6
R3 763-4 747-6 707-4
R2 729-6 729-6 704-4
R1 714-0 714-0 701-3 721-7
PP 696-0 696-0 696-0 700-0
S1 680-2 680-2 695-1 688-1
S2 662-2 662-2 692-0
S3 628-4 646-4 689-0
S4 594-6 612-6 679-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 711-6 678-0 33-6 4.9% 12-0 1.8% 27% False False 15,995
10 711-6 651-0 60-6 8.8% 13-3 1.9% 60% False False 17,168
20 711-6 594-0 117-6 17.1% 12-0 1.7% 79% False False 16,845
40 732-2 594-0 138-2 20.1% 13-0 1.9% 67% False False 12,874
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 727-2
2.618 712-4
1.618 703-4
1.000 698-0
0.618 694-4
HIGH 689-0
0.618 685-4
0.500 684-4
0.382 683-4
LOW 680-0
0.618 674-4
1.000 671-0
1.618 665-4
2.618 656-4
4.250 641-6
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 686-3 687-6
PP 685-3 687-5
S1 684-4 687-3

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

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