CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 754-0 731-4 -22-4 -3.0% 762-0
High 754-0 740-0 -14-0 -1.9% 776-4
Low 733-6 731-4 -2-2 -0.3% 745-0
Close 736-4 738-0 1-4 0.2% 749-2
Range 20-2 8-4 -11-6 -58.0% 31-4
ATR 15-3 14-7 -0-4 -3.2% 0-0
Volume 38,059 46,497 8,438 22.2% 124,712
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 762-0 758-4 742-5
R3 753-4 750-0 740-3
R2 745-0 745-0 739-4
R1 741-4 741-4 738-6 743-2
PP 736-4 736-4 736-4 737-3
S1 733-0 733-0 737-2 734-6
S2 728-0 728-0 736-4
S3 719-4 724-4 735-5
S4 711-0 716-0 733-3
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
5 760-0 731-4 28-4 3.9% 13-0 1.8% 23% False True 39,784
10 786-0 731-4 54-4 7.4% 14-6 2.0% 12% False True 32,001
20 788-0 723-2 64-6 8.8% 12-1 1.6% 23% False False 27,375
40 788-0 678-0 110-0 14.9% 11-3 1.5% 55% False False 24,350
60 788-0 594-0 194-0 26.3% 12-1 1.6% 74% False False 21,544
80 788-0 594-0 194-0 26.3% 12-2 1.7% 74% False False 18,034
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 1-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 776-1
2.618 762-2
1.618 753-6
1.000 748-4
0.618 745-2
HIGH 740-0
0.618 736-6
0.500 735-6
0.382 734-6
LOW 731-4
0.618 726-2
1.000 723-0
1.618 717-6
2.618 709-2
4.250 695-3
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 737-2 745-6
PP 736-4 743-1
S1 735-6 740-5

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

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