CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 714-0 704-2 -9-6 -1.4% 744-4
High 714-4 706-0 -8-4 -1.2% 760-0
Low 703-0 698-0 -5-0 -0.7% 705-0
Close 703-0 698-6 -4-2 -0.6% 705-4
Range 11-4 8-0 -3-4 -30.4% 55-0
ATR 15-1 14-5 -0-4 -3.4% 0-0
Volume 49,363 31,776 -17,587 -35.6% 193,090
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 724-7 719-7 703-1
R3 716-7 711-7 701-0
R2 708-7 708-7 700-2
R1 703-7 703-7 699-4 702-3
PP 700-7 700-7 700-7 700-2
S1 695-7 695-7 698-0 694-3
S2 692-7 692-7 697-2
S3 684-7 687-7 696-4
S4 676-7 679-7 694-3
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
5 733-4 690-0 43-4 6.2% 13-3 1.9% 20% False False 37,933
10 760-0 690-0 70-0 10.0% 13-2 1.9% 13% False False 38,858
20 788-0 690-0 98-0 14.0% 14-0 2.0% 9% False False 32,143
40 788-0 679-0 109-0 15.6% 11-7 1.7% 18% False False 27,154
60 788-0 594-0 194-0 27.8% 11-7 1.7% 54% False False 23,593
80 788-0 594-0 194-0 27.8% 12-2 1.8% 54% False False 20,075
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 False
Bull Hook False
Stretch 1-0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 740-0
2.618 727-0
1.618 719-0
1.000 714-0
0.618 711-0
HIGH 706-0
0.618 703-0
0.500 702-0
0.382 701-0
LOW 698-0
0.618 693-0
1.000 690-0
1.618 685-0
2.618 677-0
4.250 664-0
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 702-0 702-2
PP 700-7 701-1
S1 699-7 699-7

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

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