CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 748-0 748-0 0-0 0.0% 735-0
High 748-0 755-2 7-2 1.0% 745-0
Low 743-2 748-0 4-6 0.6% 723-2
Close 747-0 755-0 8-0 1.1% 738-0
Range 4-6 7-2 2-4 52.6% 21-6
ATR 14-6 14-3 -0-4 -3.2% 0-0
Volume 13,971 14,984 1,013 7.3% 108,965
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 774-4 772-0 759-0
R3 767-2 764-6 757-0
R2 760-0 760-0 756-3
R1 757-4 757-4 755-5 758-6
PP 752-6 752-6 752-6 753-3
S1 750-2 750-2 754-3 751-4
S2 745-4 745-4 753-5
S3 738-2 743-0 753-0
S4 731-0 735-6 751-0
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 800-5 791-1 750-0
R3 778-7 769-3 744-0
R2 757-1 757-1 742-0
R1 747-5 747-5 740-0 752-3
PP 735-3 735-3 735-3 737-6
S1 725-7 725-7 736-0 730-5
S2 713-5 713-5 734-0
S3 691-7 704-1 732-0
S4 670-1 682-3 726-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 755-2 723-2 32-0 4.2% 6-0 0.8% 99% True False 18,862
10 755-2 700-0 55-2 7.3% 7-0 0.9% 100% True False 23,758
20 755-2 679-0 76-2 10.1% 9-7 1.3% 100% True False 22,166
40 755-2 594-0 161-2 21.4% 10-7 1.4% 100% True False 19,319
60 755-2 594-0 161-2 21.4% 11-6 1.6% 100% True False 16,053
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 0-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 786-0
2.618 774-2
1.618 767-0
1.000 762-4
0.618 759-6
HIGH 755-2
0.618 752-4
0.500 751-5
0.382 750-6
LOW 748-0
0.618 743-4
1.000 740-6
1.618 736-2
2.618 729-0
4.250 717-2
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 753-7 751-3
PP 752-6 747-5
S1 751-5 744-0

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

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