CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 788-4 780-6 -7-6 -1.0% 750-4
High 789-0 792-0 3-0 0.4% 780-0
Low 783-0 780-6 -2-2 -0.3% 746-0
Close 785-6 791-0 5-2 0.7% 782-0
Range 6-0 11-2 5-2 87.5% 34-0
ATR 11-3 11-3 0-0 -0.1% 0-0
Volume 7,763 5,868 -1,895 -24.4% 26,203
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 821-5 817-5 797-2
R3 810-3 806-3 794-1
R2 799-1 799-1 793-0
R1 795-1 795-1 792-0 797-1
PP 787-7 787-7 787-7 789-0
S1 783-7 783-7 790-0 785-7
S2 776-5 776-5 789-0
S3 765-3 772-5 787-7
S4 754-1 761-3 784-6
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 871-3 860-5 800-6
R3 837-3 826-5 791-3
R2 803-3 803-3 788-2
R1 792-5 792-5 785-1 798-0
PP 769-3 769-3 769-3 772-0
S1 758-5 758-5 778-7 764-0
S2 735-3 735-3 775-6
S3 701-3 724-5 772-5
S4 667-3 690-5 763-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 792-0 751-2 40-6 5.2% 11-4 1.5% 98% True False 6,496
10 792-0 729-0 63-0 8.0% 7-5 1.0% 98% True False 5,130
20 792-0 703-0 89-0 11.3% 5-4 0.7% 99% True False 5,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 839-6
2.618 821-4
1.618 810-2
1.000 803-2
0.618 799-0
HIGH 792-0
0.618 787-6
0.500 786-3
0.382 785-0
LOW 780-6
0.618 773-6
1.000 769-4
1.618 762-4
2.618 751-2
4.250 733-0
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 789-4 785-6
PP 787-7 780-3
S1 786-3 775-1

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

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