CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 740-0 725-0 -15-0 -2.0% 751-0
High 741-0 726-0 -15-0 -2.0% 766-0
Low 723-0 713-0 -10-0 -1.4% 713-0
Close 722-6 713-4 -9-2 -1.3% 713-4
Range 18-0 13-0 -5-0 -27.8% 53-0
ATR 13-2 13-2 0-0 -0.1% 0-0
Volume 13,493 13,201 -292 -2.2% 56,360
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 756-4 748-0 720-5
R3 743-4 735-0 717-1
R2 730-4 730-4 715-7
R1 722-0 722-0 714-6 719-6
PP 717-4 717-4 717-4 716-3
S1 709-0 709-0 712-2 706-6
S2 704-4 704-4 711-1
S3 691-4 696-0 709-7
S4 678-4 683-0 706-3
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 889-7 854-5 742-5
R3 836-7 801-5 728-1
R2 783-7 783-7 723-2
R1 748-5 748-5 718-3 739-6
PP 730-7 730-7 730-7 726-3
S1 695-5 695-5 708-5 686-6
S2 677-7 677-7 703-6
S3 624-7 642-5 698-7
S4 571-7 589-5 684-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 766-0 713-0 53-0 7.4% 10-5 1.5% 1% False True 11,272
10 780-4 713-0 67-4 9.5% 10-4 1.5% 1% False True 10,612
20 792-0 713-0 79-0 11.1% 9-6 1.4% 1% False True 8,062
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 781-2
2.618 760-0
1.618 747-0
1.000 739-0
0.618 734-0
HIGH 726-0
0.618 721-0
0.500 719-4
0.382 718-0
LOW 713-0
0.618 705-0
1.000 700-0
1.618 692-0
2.618 679-0
4.250 657-6
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 719-4 729-2
PP 717-4 724-0
S1 715-4 718-6

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

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