CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 776-4 757-4 -19-0 -2.4% 784-4
High 776-4 760-0 -16-4 -2.1% 788-0
Low 759-4 745-4 -14-0 -1.8% 750-0
Close 760-6 746-6 -14-0 -1.8% 772-2
Range 17-0 14-4 -2-4 -14.7% 38-0
ATR 15-2 15-2 0-0 0.0% 0-0
Volume 20,629 26,150 5,521 26.8% 123,996
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 794-2 785-0 754-6
R3 779-6 770-4 750-6
R2 765-2 765-2 749-3
R1 756-0 756-0 748-1 753-3
PP 750-6 750-6 750-6 749-4
S1 741-4 741-4 745-3 738-7
S2 736-2 736-2 744-1
S3 721-6 727-0 742-6
S4 707-2 712-4 738-6
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
5 776-4 745-4 31-0 4.2% 17-7 2.4% 4% False True 25,850
10 788-0 745-4 42-4 5.7% 15-3 2.1% 3% False True 24,901
20 788-0 723-2 64-6 8.7% 11-2 1.5% 36% False False 24,304
40 788-0 678-0 110-0 14.7% 11-3 1.5% 63% False False 21,631
60 788-0 594-0 194-0 26.0% 12-2 1.6% 79% False False 19,418
80 788-0 594-0 194-0 26.0% 12-3 1.6% 79% False False 16,125
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 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 821-5
2.618 798-0
1.618 783-4
1.000 774-4
0.618 769-0
HIGH 760-0
0.618 754-4
0.500 752-6
0.382 751-0
LOW 745-4
0.618 736-4
1.000 731-0
1.618 722-0
2.618 707-4
4.250 683-7
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 752-6 761-0
PP 750-6 756-2
S1 748-6 751-4

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

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