CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 757-4 745-0 -12-4 -1.7% 762-0
High 760-0 751-2 -8-6 -1.2% 776-4
Low 745-4 745-0 -0-4 -0.1% 745-0
Close 746-6 749-2 2-4 0.3% 749-2
Range 14-4 6-2 -8-2 -56.9% 31-4
ATR 15-2 14-5 -0-5 -4.2% 0-0
Volume 26,150 44,323 18,173 69.5% 124,712
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 767-2 764-4 752-6
R3 761-0 758-2 751-0
R2 754-6 754-6 750-3
R1 752-0 752-0 749-7 753-3
PP 748-4 748-4 748-4 749-2
S1 745-6 745-6 748-5 747-1
S2 742-2 742-2 748-1
S3 736-0 739-4 747-4
S4 729-6 733-2 745-6
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 851-3 831-7 766-5
R3 819-7 800-3 757-7
R2 788-3 788-3 755-0
R1 768-7 768-7 752-1 762-7
PP 756-7 756-7 756-7 754-0
S1 737-3 737-3 746-3 731-3
S2 725-3 725-3 743-4
S3 693-7 705-7 740-5
S4 662-3 674-3 731-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 776-4 745-0 31-4 4.2% 14-2 1.9% 13% False True 31,182
10 788-0 745-0 43-0 5.7% 15-0 2.0% 10% False True 27,065
20 788-0 723-2 64-6 8.6% 11-2 1.5% 40% False False 24,883
40 788-0 678-0 110-0 14.7% 11-2 1.5% 65% False False 22,198
60 788-0 594-0 194-0 25.9% 12-0 1.6% 80% False False 19,920
80 788-0 594-0 194-0 25.9% 12-2 1.6% 80% False False 16,604
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 1-3
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 777-6
2.618 767-5
1.618 761-3
1.000 757-4
0.618 755-1
HIGH 751-2
0.618 748-7
0.500 748-1
0.382 747-3
LOW 745-0
0.618 741-1
1.000 738-6
1.618 734-7
2.618 728-5
4.250 718-4
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 748-7 760-6
PP 748-4 756-7
S1 748-1 753-1

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

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