CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 753-4 747-0 -6-4 -0.9% 735-0
High 759-0 757-0 -2-0 -0.3% 745-0
Low 751-0 747-0 -4-0 -0.5% 723-2
Close 754-0 755-0 1-0 0.1% 738-0
Range 8-0 10-0 2-0 25.0% 21-6
ATR 13-7 13-5 -0-2 -2.0% 0-0
Volume 31,415 22,680 -8,735 -27.8% 108,965
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 783-0 779-0 760-4
R3 773-0 769-0 757-6
R2 763-0 763-0 756-7
R1 759-0 759-0 755-7 761-0
PP 753-0 753-0 753-0 754-0
S1 749-0 749-0 754-1 751-0
S2 743-0 743-0 753-1
S3 733-0 739-0 752-2
S4 723-0 729-0 749-4
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 800-5 791-1 750-0
R3 778-7 769-3 744-0
R2 757-1 757-1 742-0
R1 747-5 747-5 740-0 752-3
PP 735-3 735-3 735-3 737-6
S1 725-7 725-7 736-0 730-5
S2 713-5 713-5 734-0
S3 691-7 704-1 732-0
S4 670-1 682-3 726-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 759-0 732-6 26-2 3.5% 7-3 1.0% 85% False False 19,812
10 759-0 723-2 35-6 4.7% 7-3 1.0% 89% False False 22,701
20 759-0 679-0 80-0 10.6% 9-5 1.3% 95% False False 23,601
40 759-0 594-0 165-0 21.9% 10-3 1.4% 98% False False 20,062
60 759-0 594-0 165-0 21.9% 11-5 1.5% 98% False False 16,848
80 759-0 594-0 165-0 21.9% 11-7 1.6% 98% False False 13,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 799-4
2.618 783-1
1.618 773-1
1.000 767-0
0.618 763-1
HIGH 757-0
0.618 753-1
0.500 752-0
0.382 750-7
LOW 747-0
0.618 740-7
1.000 737-0
1.618 730-7
2.618 720-7
4.250 704-4
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 754-0 754-3
PP 753-0 753-5
S1 752-0 753-0

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

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