CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 775-0 782-4 7-4 1.0% 748-0
High 788-0 786-0 -2-0 -0.3% 779-0
Low 774-2 778-4 4-2 0.5% 743-2
Close 787-2 779-0 -8-2 -1.0% 778-2
Range 13-6 7-4 -6-2 -45.5% 35-6
ATR 13-7 13-4 -0-3 -2.7% 0-0
Volume 24,238 17,990 -6,248 -25.8% 105,000
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 803-5 798-7 783-1
R3 796-1 791-3 781-0
R2 788-5 788-5 780-3
R1 783-7 783-7 779-6 782-4
PP 781-1 781-1 781-1 780-4
S1 776-3 776-3 778-2 775-0
S2 773-5 773-5 777-5
S3 766-1 768-7 777-0
S4 758-5 761-3 774-7
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
5 788-0 747-0 41-0 5.3% 12-6 1.6% 78% False False 23,952
10 788-0 723-2 64-6 8.3% 9-3 1.2% 86% False False 21,350
20 788-0 694-0 94-0 12.1% 9-4 1.2% 90% False False 24,381
40 788-0 628-6 159-2 20.4% 10-6 1.4% 94% False False 20,497
60 788-0 594-0 194-0 24.9% 12-0 1.5% 95% False False 18,059
80 788-0 594-0 194-0 24.9% 11-7 1.5% 95% False False 14,829
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 817-7
2.618 805-5
1.618 798-1
1.000 793-4
0.618 790-5
HIGH 786-0
0.618 783-1
0.500 782-2
0.382 781-3
LOW 778-4
0.618 773-7
1.000 771-0
1.618 766-3
2.618 758-7
4.250 746-5
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 782-2 781-1
PP 781-1 780-3
S1 780-1 779-6

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

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