CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 704-2 676-0 -28-2 -4.0% 744-4
High 706-0 683-4 -22-4 -3.2% 760-0
Low 698-0 662-0 -36-0 -5.2% 705-0
Close 698-6 663-0 -35-6 -5.1% 705-4
Range 8-0 21-4 13-4 168.8% 55-0
ATR 14-5 16-1 1-5 10.9% 0-0
Volume 31,776 23,853 -7,923 -24.9% 193,090
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 734-0 720-0 674-7
R3 712-4 698-4 668-7
R2 691-0 691-0 667-0
R1 677-0 677-0 665-0 673-2
PP 669-4 669-4 669-4 667-5
S1 655-4 655-4 661-0 651-6
S2 648-0 648-0 659-0
S3 626-4 634-0 657-1
S4 605-0 612-4 651-1
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
5 718-0 662-0 56-0 8.4% 14-0 2.1% 2% False True 36,450
10 760-0 662-0 98-0 14.8% 13-7 2.1% 1% False True 38,629
20 788-0 662-0 126-0 19.0% 14-5 2.2% 1% False True 31,765
40 788-0 662-0 126-0 19.0% 12-0 1.8% 1% False True 27,526
60 788-0 594-0 194-0 29.3% 12-0 1.8% 36% False False 23,817
80 788-0 594-0 194-0 29.3% 12-3 1.9% 36% False False 20,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 774-7
2.618 739-6
1.618 718-2
1.000 705-0
0.618 696-6
HIGH 683-4
0.618 675-2
0.500 672-6
0.382 670-2
LOW 662-0
0.618 648-6
1.000 640-4
1.618 627-2
2.618 605-6
4.250 570-5
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 672-6 688-2
PP 669-4 679-7
S1 666-2 671-3

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

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