CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 704-4 707-0 2-4 0.4% 691-0
High 709-0 707-0 -2-0 -0.3% 728-4
Low 701-0 700-0 -1-0 -0.1% 690-0
Close 702-0 701-4 -0-4 -0.1% 716-0
Range 8-0 7-0 -1-0 -12.5% 38-4
ATR 17-0 16-3 -0-6 -4.2% 0-0
Volume 29,724 31,922 2,198 7.4% 101,834
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 723-7 719-5 705-3
R3 716-7 712-5 703-3
R2 709-7 709-7 702-6
R1 705-5 705-5 702-1 704-2
PP 702-7 702-7 702-7 702-1
S1 698-5 698-5 700-7 697-2
S2 695-7 695-7 700-2
S3 688-7 691-5 699-5
S4 681-7 684-5 697-5
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 827-0 810-0 737-1
R3 788-4 771-4 726-5
R2 750-0 750-0 723-0
R1 733-0 733-0 719-4 741-4
PP 711-4 711-4 711-4 715-6
S1 694-4 694-4 712-4 703-0
S2 673-0 673-0 709-0
S3 634-4 656-0 705-3
S4 596-0 617-4 694-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 722-0 694-0 28-0 4.0% 11-0 1.6% 27% False False 26,156
10 728-4 679-0 49-4 7.1% 11-6 1.7% 45% False False 22,865
20 728-4 678-0 50-4 7.2% 11-5 1.7% 47% False False 18,958
40 728-4 594-0 134-4 19.2% 12-6 1.8% 80% False False 16,975
60 732-2 594-0 138-2 19.7% 12-5 1.8% 78% False False 13,398
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 736-6
2.618 725-3
1.618 718-3
1.000 714-0
0.618 711-3
HIGH 707-0
0.618 704-3
0.500 703-4
0.382 702-5
LOW 700-0
0.618 695-5
1.000 693-0
1.618 688-5
2.618 681-5
4.250 670-2
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 703-4 701-4
PP 702-7 701-4
S1 702-1 701-4

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

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