CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 732-6 748-0 15-2 2.1% 735-0
High 739-4 748-0 8-4 1.1% 745-0
Low 732-6 743-2 10-4 1.4% 723-2
Close 738-0 747-0 9-0 1.2% 738-0
Range 6-6 4-6 -2-0 -29.6% 21-6
ATR 15-1 14-6 -0-3 -2.4% 0-0
Volume 16,012 13,971 -2,041 -12.7% 108,965
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 760-3 758-3 749-5
R3 755-5 753-5 748-2
R2 750-7 750-7 747-7
R1 748-7 748-7 747-3 747-4
PP 746-1 746-1 746-1 745-3
S1 744-1 744-1 746-5 742-6
S2 741-3 741-3 746-1
S3 736-5 739-3 745-6
S4 731-7 734-5 744-3
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
5 748-0 723-2 24-6 3.3% 7-2 1.0% 96% True False 18,130
10 748-0 700-0 48-0 6.4% 7-1 1.0% 98% True False 25,232
20 748-0 679-0 69-0 9.2% 9-4 1.3% 99% True False 21,929
40 748-0 594-0 154-0 20.6% 10-6 1.4% 99% True False 19,387
60 748-0 594-0 154-0 20.6% 11-7 1.6% 99% True False 15,892
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 True
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 768-2
2.618 760-3
1.618 755-5
1.000 752-6
0.618 750-7
HIGH 748-0
0.618 746-1
0.500 745-5
0.382 745-1
LOW 743-2
0.618 740-3
1.000 738-4
1.618 735-5
2.618 730-7
4.250 723-0
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 746-4 743-2
PP 746-1 739-3
S1 745-5 735-5

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

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