CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 645-2 609-0 -36-2 -5.6% 654-0
High 651-0 615-0 -36-0 -5.5% 677-4
Low 643-6 605-6 -38-0 -5.9% 605-6
Close 645-6 605-6 -40-0 -6.2% 605-6
Range 7-2 9-2 2-0 27.6% 71-6
ATR 15-7 17-5 1-6 10.8% 0-0
Volume 41,767 33,407 -8,360 -20.0% 184,440
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 636-5 630-3 610-7
R3 627-3 621-1 608-2
R2 618-1 618-1 607-4
R1 611-7 611-7 606-5 610-3
PP 608-7 608-7 608-7 608-0
S1 602-5 602-5 604-7 601-1
S2 599-5 599-5 604-0
S3 590-3 593-3 603-2
S4 581-1 584-1 600-5
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 844-7 797-1 645-2
R3 773-1 725-3 625-4
R2 701-3 701-3 618-7
R1 653-5 653-5 612-3 641-5
PP 629-5 629-5 629-5 623-6
S1 581-7 581-7 599-1 569-7
S2 557-7 557-7 592-5
S3 486-1 510-1 586-0
S4 414-3 438-3 566-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 677-4 605-6 71-6 11.8% 13-1 2.2% 0% False True 36,888
10 714-4 605-6 108-6 18.0% 13-7 2.3% 0% False True 36,549
20 776-4 605-6 170-6 28.2% 14-2 2.4% 0% False True 35,725
40 788-0 605-6 182-2 30.1% 12-2 2.0% 0% False True 29,979
60 788-0 605-6 182-2 30.1% 12-2 2.0% 0% False True 25,557
80 788-0 594-0 194-0 32.0% 12-6 2.1% 6% False False 22,625
100 788-0 594-0 194-0 32.0% 12-4 2.1% 6% False False 19,121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 654-2
2.618 639-2
1.618 630-0
1.000 624-2
0.618 620-6
HIGH 615-0
0.618 611-4
0.500 610-3
0.382 609-2
LOW 605-6
0.618 600-0
1.000 596-4
1.618 590-6
2.618 581-4
4.250 566-4
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 610-3 633-5
PP 608-7 624-3
S1 607-2 615-0

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

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