CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 657-0 645-2 -11-6 -1.8% 695-0
High 661-4 651-0 -10-4 -1.6% 714-4
Low 642-4 643-6 1-2 0.2% 651-0
Close 644-0 645-6 1-6 0.3% 652-0
Range 19-0 7-2 -11-6 -61.8% 63-4
ATR 16-5 15-7 -0-5 -4.0% 0-0
Volume 45,074 41,767 -3,307 -7.3% 181,056
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 668-5 664-3 649-6
R3 661-3 657-1 647-6
R2 654-1 654-1 647-1
R1 649-7 649-7 646-3 652-0
PP 646-7 646-7 646-7 647-7
S1 642-5 642-5 645-1 644-6
S2 639-5 639-5 644-3
S3 632-3 635-3 643-6
S4 625-1 628-1 641-6
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 863-0 821-0 686-7
R3 799-4 757-4 669-4
R2 736-0 736-0 663-5
R1 694-0 694-0 657-7 683-2
PP 672-4 672-4 672-4 667-1
S1 630-4 630-4 646-1 619-6
S2 609-0 609-0 640-3
S3 545-4 567-0 634-4
S4 482-0 503-4 617-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 677-4 642-4 35-0 5.4% 14-4 2.2% 9% False False 36,642
10 718-0 642-4 75-4 11.7% 14-2 2.2% 4% False False 36,546
20 776-4 642-4 134-0 20.8% 15-0 2.3% 2% False False 34,937
40 788-0 642-4 145-4 22.5% 12-2 1.9% 2% False False 29,659
60 788-0 628-6 159-2 24.7% 12-2 1.9% 11% False False 25,311
80 788-0 594-0 194-0 30.0% 12-6 2.0% 27% False False 22,279
100 788-0 594-0 194-0 30.0% 12-4 1.9% 27% False False 18,851
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 681-6
2.618 670-0
1.618 662-6
1.000 658-2
0.618 655-4
HIGH 651-0
0.618 648-2
0.500 647-3
0.382 646-4
LOW 643-6
0.618 639-2
1.000 636-4
1.618 632-0
2.618 624-6
4.250 613-0
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 647-3 660-0
PP 646-7 655-2
S1 646-2 650-4

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

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