CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 727-4 743-0 15-4 2.1% 698-0
High 740-6 745-0 4-2 0.6% 732-0
Low 727-4 737-0 9-4 1.3% 694-0
Close 740-2 738-4 -1-6 -0.2% 727-4
Range 13-2 8-0 -5-2 -39.6% 38-0
ATR 15-7 15-2 -0-4 -3.5% 0-0
Volume 11,327 31,981 20,654 182.3% 159,792
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 764-1 759-3 742-7
R3 756-1 751-3 740-6
R2 748-1 748-1 740-0
R1 743-3 743-3 739-2 741-6
PP 740-1 740-1 740-1 739-3
S1 735-3 735-3 737-6 733-6
S2 732-1 732-1 737-0
S3 724-1 727-3 736-2
S4 716-1 719-3 734-1
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
5 745-0 724-0 21-0 2.8% 8-2 1.1% 69% True False 28,667
10 745-0 694-0 51-0 6.9% 9-5 1.3% 87% True False 27,411
20 745-0 678-0 67-0 9.1% 10-5 1.4% 90% True False 21,921
40 745-0 594-0 151-0 20.4% 12-2 1.7% 96% True False 19,280
60 745-0 594-0 151-0 20.4% 12-1 1.6% 96% True False 15,350
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 2-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 779-0
2.618 766-0
1.618 758-0
1.000 753-0
0.618 750-0
HIGH 745-0
0.618 742-0
0.500 741-0
0.382 740-0
LOW 737-0
0.618 732-0
1.000 729-0
1.618 724-0
2.618 716-0
4.250 703-0
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 741-0 737-6
PP 740-1 737-0
S1 739-3 736-2

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

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