CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 726-0 735-0 9-0 1.2% 698-0
High 732-0 736-0 4-0 0.5% 732-0
Low 724-0 731-0 7-0 1.0% 694-0
Close 727-4 733-0 5-4 0.8% 727-4
Range 8-0 5-0 -3-0 -37.5% 38-0
ATR 16-5 16-0 -0-5 -3.5% 0-0
Volume 34,997 32,283 -2,714 -7.8% 159,792
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 748-3 745-5 735-6
R3 743-3 740-5 734-3
R2 738-3 738-3 733-7
R1 735-5 735-5 733-4 734-4
PP 733-3 733-3 733-3 732-6
S1 730-5 730-5 732-4 729-4
S2 728-3 728-3 732-1
S3 723-3 725-5 731-5
S4 718-3 720-5 730-2
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 831-7 817-5 748-3
R3 793-7 779-5 738-0
R2 755-7 755-7 734-4
R1 741-5 741-5 731-0 748-6
PP 717-7 717-7 717-7 721-3
S1 703-5 703-5 724-0 710-6
S2 679-7 679-7 720-4
S3 641-7 665-5 717-0
S4 603-7 627-5 706-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 736-0 700-0 36-0 4.9% 7-0 1.0% 92% True False 32,335
10 736-0 694-0 42-0 5.7% 11-2 1.5% 93% True False 27,646
20 736-0 678-0 58-0 7.9% 10-6 1.5% 95% True False 21,395
40 736-0 594-0 142-0 19.4% 12-0 1.6% 98% True False 18,578
60 736-0 594-0 142-0 19.4% 12-2 1.7% 98% True False 14,797
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 757-2
2.618 749-1
1.618 744-1
1.000 741-0
0.618 739-1
HIGH 736-0
0.618 734-1
0.500 733-4
0.382 732-7
LOW 731-0
0.618 727-7
1.000 726-0
1.618 722-7
2.618 717-7
4.250 709-6
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 733-4 732-0
PP 733-3 731-0
S1 733-1 730-0

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

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