CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 733-0 718-0 -15-0 -2.0% 744-4
High 733-4 718-0 -15-4 -2.1% 760-0
Low 715-0 705-0 -10-0 -1.4% 705-0
Close 714-6 705-4 -9-2 -1.3% 705-4
Range 18-4 13-0 -5-4 -29.7% 55-0
ATR 15-4 15-2 -0-1 -1.1% 0-0
Volume 31,268 33,374 2,106 6.7% 193,090
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 748-4 740-0 712-5
R3 735-4 727-0 709-1
R2 722-4 722-4 707-7
R1 714-0 714-0 706-6 711-6
PP 709-4 709-4 709-4 708-3
S1 701-0 701-0 704-2 698-6
S2 696-4 696-4 703-1
S3 683-4 688-0 701-7
S4 670-4 675-0 698-3
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 888-4 852-0 735-6
R3 833-4 797-0 720-5
R2 778-4 778-4 715-5
R1 742-0 742-0 710-4 732-6
PP 723-4 723-4 723-4 718-7
S1 687-0 687-0 700-4 677-6
S2 668-4 668-4 695-3
S3 613-4 632-0 690-3
S4 558-4 577-0 675-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 760-0 705-0 55-0 7.8% 15-1 2.1% 1% False True 38,618
10 776-4 705-0 71-4 10.1% 14-6 2.1% 1% False True 34,900
20 788-0 705-0 83-0 11.8% 13-1 1.9% 1% False True 28,140
40 788-0 679-0 109-0 15.5% 11-5 1.7% 24% False False 25,080
60 788-0 594-0 194-0 27.5% 12-2 1.7% 57% False False 22,369
80 788-0 594-0 194-0 27.5% 12-1 1.7% 57% False False 18,699
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 False
Bull Hook False
Stretch 0-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 773-2
2.618 752-0
1.618 739-0
1.000 731-0
0.618 726-0
HIGH 718-0
0.618 713-0
0.500 711-4
0.382 710-0
LOW 705-0
0.618 697-0
1.000 692-0
1.618 684-0
2.618 671-0
4.250 649-6
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 711-4 722-4
PP 709-4 716-7
S1 707-4 711-1

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

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