CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 744-4 754-0 9-4 1.3% 762-0
High 760-0 754-0 -6-0 -0.8% 776-4
Low 744-4 733-6 -10-6 -1.4% 745-0
Close 758-4 736-4 -22-0 -2.9% 749-2
Range 15-4 20-2 4-6 30.6% 31-4
ATR 14-5 15-3 0-6 4.9% 0-0
Volume 43,892 38,059 -5,833 -13.3% 124,712
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 802-1 789-5 747-5
R3 781-7 769-3 742-1
R2 761-5 761-5 740-2
R1 749-1 749-1 738-3 745-2
PP 741-3 741-3 741-3 739-4
S1 728-7 728-7 734-5 725-0
S2 721-1 721-1 732-6
S3 700-7 708-5 730-7
S4 680-5 688-3 725-3
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
5 776-4 733-6 42-6 5.8% 14-6 2.0% 6% False True 34,610
10 788-0 733-6 54-2 7.4% 15-2 2.1% 5% False True 29,775
20 788-0 723-2 64-6 8.8% 12-3 1.7% 20% False False 25,617
40 788-0 678-0 110-0 14.9% 11-4 1.6% 53% False False 23,506
60 788-0 594-0 194-0 26.3% 12-1 1.6% 73% False False 20,924
80 788-0 594-0 194-0 26.3% 12-2 1.7% 73% False False 17,502
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 1-3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 840-0
2.618 807-0
1.618 786-6
1.000 774-2
0.618 766-4
HIGH 754-0
0.618 746-2
0.500 743-7
0.382 741-4
LOW 733-6
0.618 721-2
1.000 713-4
1.618 701-0
2.618 680-6
4.250 647-6
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 743-7 746-7
PP 741-3 743-3
S1 739-0 740-0

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

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