CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 748-0 753-4 5-4 0.7% 735-0
High 755-2 759-0 3-6 0.5% 745-0
Low 748-0 751-0 3-0 0.4% 723-2
Close 755-0 754-0 -1-0 -0.1% 738-0
Range 7-2 8-0 0-6 10.3% 21-6
ATR 14-3 13-7 -0-4 -3.2% 0-0
Volume 14,984 31,415 16,431 109.7% 108,965
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 778-5 774-3 758-3
R3 770-5 766-3 756-2
R2 762-5 762-5 755-4
R1 758-3 758-3 754-6 760-4
PP 754-5 754-5 754-5 755-6
S1 750-3 750-3 753-2 752-4
S2 746-5 746-5 752-4
S3 738-5 742-3 751-6
S4 730-5 734-3 749-5
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
5 759-0 723-2 35-6 4.7% 6-0 0.8% 86% True False 18,748
10 759-0 723-2 35-6 4.7% 7-1 0.9% 86% True False 23,708
20 759-0 679-0 80-0 10.6% 9-3 1.3% 94% True False 23,286
40 759-0 594-0 165-0 21.9% 10-5 1.4% 97% True False 19,843
60 759-0 594-0 165-0 21.9% 11-5 1.5% 97% True False 16,519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 793-0
2.618 780-0
1.618 772-0
1.000 767-0
0.618 764-0
HIGH 759-0
0.618 756-0
0.500 755-0
0.382 754-0
LOW 751-0
0.618 746-0
1.000 743-0
1.618 738-0
2.618 730-0
4.250 717-0
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 755-0 753-0
PP 754-5 752-1
S1 754-3 751-1

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

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