CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 753-0 784-4 31-4 4.2% 748-0
High 779-0 785-0 6-0 0.8% 779-0
Low 753-0 778-4 25-4 3.4% 743-2
Close 778-2 781-6 3-4 0.4% 778-2
Range 26-0 6-4 -19-4 -75.0% 35-6
ATR 14-4 13-7 -0-4 -3.8% 0-0
Volume 21,950 32,903 10,953 49.9% 105,000
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 801-2 798-0 785-3
R3 794-6 791-4 783-4
R2 788-2 788-2 783-0
R1 785-0 785-0 782-3 783-3
PP 781-6 781-6 781-6 781-0
S1 778-4 778-4 781-1 776-7
S2 775-2 775-2 780-4
S3 768-6 772-0 780-0
S4 762-2 765-4 778-1
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 874-1 861-7 797-7
R3 838-3 826-1 788-1
R2 802-5 802-5 784-6
R1 790-3 790-3 781-4 796-4
PP 766-7 766-7 766-7 769-7
S1 754-5 754-5 775-0 760-6
S2 731-1 731-1 771-6
S3 695-3 718-7 768-3
S4 659-5 683-1 758-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 785-0 747-0 38-0 4.9% 11-4 1.5% 91% True False 24,786
10 785-0 723-2 61-6 7.9% 9-3 1.2% 95% True False 21,458
20 785-0 694-0 91-0 11.6% 10-3 1.3% 96% True False 24,552
40 785-0 615-0 170-0 21.7% 10-6 1.4% 98% True False 20,626
60 785-0 594-0 191-0 24.4% 11-7 1.5% 98% True False 17,569
80 785-0 594-0 191-0 24.4% 12-1 1.6% 98% True False 14,417
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 812-5
2.618 802-0
1.618 795-4
1.000 791-4
0.618 789-0
HIGH 785-0
0.618 782-4
0.500 781-6
0.382 781-0
LOW 778-4
0.618 774-4
1.000 772-0
1.618 768-0
2.618 761-4
4.250 750-7
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 781-6 776-4
PP 781-6 771-2
S1 781-6 766-0

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

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