CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 771-0 752-4 -18-4 -2.4% 784-4
High 774-4 774-0 -0-4 -0.1% 788-0
Low 750-0 752-4 2-4 0.3% 750-0
Close 750-6 772-2 21-4 2.9% 772-2
Range 24-4 21-4 -3-0 -12.2% 38-0
ATR 14-5 15-2 0-5 4.2% 0-0
Volume 17,663 31,202 13,539 76.7% 123,996
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 830-6 823-0 784-1
R3 809-2 801-4 778-1
R2 787-6 787-6 776-2
R1 780-0 780-0 774-2 783-7
PP 766-2 766-2 766-2 768-2
S1 758-4 758-4 770-2 762-3
S2 744-6 744-6 768-2
S3 723-2 737-0 766-3
S4 701-6 715-4 760-3
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 884-1 866-1 793-1
R3 846-1 828-1 782-6
R2 808-1 808-1 779-2
R1 790-1 790-1 775-6 780-1
PP 770-1 770-1 770-1 765-0
S1 752-1 752-1 768-6 742-1
S2 732-1 732-1 765-2
S3 694-1 714-1 761-6
S4 656-1 676-1 751-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 788-0 750-0 38-0 4.9% 14-6 1.9% 59% False False 24,799
10 788-0 743-2 44-6 5.8% 13-0 1.7% 65% False False 22,899
20 788-0 694-0 94-0 12.2% 10-2 1.3% 83% False False 24,887
40 788-0 640-4 147-4 19.1% 11-3 1.5% 89% False False 20,990
60 788-0 594-0 194-0 25.1% 12-0 1.6% 92% False False 18,624
80 788-0 594-0 194-0 25.1% 12-2 1.6% 92% False False 15,295
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 865-3
2.618 830-2
1.618 808-6
1.000 795-4
0.618 787-2
HIGH 774-0
0.618 765-6
0.500 763-2
0.382 760-6
LOW 752-4
0.618 739-2
1.000 731-0
1.618 717-6
2.618 696-2
4.250 661-1
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 769-2 770-7
PP 766-2 769-3
S1 763-2 768-0

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

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