CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 724-0 730-0 6-0 0.8% 710-4
High 730-6 736-4 5-6 0.8% 718-6
Low 720-0 729-0 9-0 1.3% 695-0
Close 730-2 731-6 1-4 0.2% 711-0
Range 10-6 7-4 -3-2 -30.2% 23-6
ATR 15-5 15-0 -0-5 -3.7% 0-0
Volume 56,411 52,826 -3,585 -6.4% 267,900
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 754-7 750-7 735-7
R3 747-3 743-3 733-6
R2 739-7 739-7 733-1
R1 735-7 735-7 732-4 737-7
PP 732-3 732-3 732-3 733-4
S1 728-3 728-3 731-0 730-3
S2 724-7 724-7 730-3
S3 717-3 720-7 729-6
S4 709-7 713-3 727-5
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 779-4 769-0 724-0
R3 755-6 745-2 717-4
R2 732-0 732-0 715-3
R1 721-4 721-4 713-1 726-6
PP 708-2 708-2 708-2 710-7
S1 697-6 697-6 708-7 703-0
S2 684-4 684-4 706-5
S3 660-6 674-0 704-4
S4 637-0 650-2 698-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 736-4 695-0 41-4 5.7% 7-3 1.0% 89% True False 52,047
10 736-4 695-0 41-4 5.7% 8-3 1.1% 89% True False 61,725
20 736-4 662-4 74-0 10.1% 10-5 1.5% 94% True False 64,927
40 736-4 603-0 133-4 18.2% 13-1 1.8% 96% True False 66,443
60 764-0 603-0 161-0 22.0% 14-2 2.0% 80% False False 70,136
80 764-0 603-0 161-0 22.0% 14-2 2.0% 80% False False 60,941
100 764-0 603-0 161-0 22.0% 14-1 1.9% 80% False False 53,436
120 764-0 583-4 180-4 24.7% 14-0 1.9% 82% False False 47,231
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 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 768-3
2.618 756-1
1.618 748-5
1.000 744-0
0.618 741-1
HIGH 736-4
0.618 733-5
0.500 732-6
0.382 731-7
LOW 729-0
0.618 724-3
1.000 721-4
1.618 716-7
2.618 709-3
4.250 697-1
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 732-6 730-0
PP 732-3 728-1
S1 732-1 726-3

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

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