CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 723-6 732-6 9-0 1.2% 735-0
High 726-4 739-4 13-0 1.8% 745-0
Low 723-2 732-6 9-4 1.3% 723-2
Close 726-0 738-0 12-0 1.7% 738-0
Range 3-2 6-6 3-4 107.7% 21-6
ATR 15-2 15-1 -0-1 -0.8% 0-0
Volume 17,362 16,012 -1,350 -7.8% 108,965
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 757-0 754-2 741-6
R3 750-2 747-4 739-7
R2 743-4 743-4 739-2
R1 740-6 740-6 738-5 742-1
PP 736-6 736-6 736-6 737-4
S1 734-0 734-0 737-3 735-3
S2 730-0 730-0 736-6
S3 723-2 727-2 736-1
S4 716-4 720-4 734-2
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
5 745-0 723-2 21-6 2.9% 7-2 1.0% 68% False False 21,793
10 745-0 694-0 51-0 6.9% 7-3 1.0% 86% False False 26,875
20 745-0 679-0 66-0 8.9% 9-6 1.3% 89% False False 21,816
40 745-0 594-0 151-0 20.5% 11-2 1.5% 95% False False 19,472
60 745-0 594-0 151-0 20.5% 11-7 1.6% 95% False False 15,734
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 768-2
2.618 757-1
1.618 750-3
1.000 746-2
0.618 743-5
HIGH 739-4
0.618 736-7
0.500 736-1
0.382 735-3
LOW 732-6
0.618 728-5
1.000 726-0
1.618 721-7
2.618 715-1
4.250 704-0
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 737-3 736-6
PP 736-6 735-3
S1 736-1 734-1

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

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