CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 745-0 744-4 -0-4 -0.1% 762-0
High 751-2 760-0 8-6 1.2% 776-4
Low 745-0 744-4 -0-4 -0.1% 745-0
Close 749-2 758-4 9-2 1.2% 749-2
Range 6-2 15-4 9-2 148.0% 31-4
ATR 14-5 14-5 0-1 0.4% 0-0
Volume 44,323 43,892 -431 -1.0% 124,712
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 800-7 795-1 767-0
R3 785-3 779-5 762-6
R2 769-7 769-7 761-3
R1 764-1 764-1 759-7 767-0
PP 754-3 754-3 754-3 755-6
S1 748-5 748-5 757-1 751-4
S2 738-7 738-7 755-5
S3 723-3 733-1 754-2
S4 707-7 717-5 750-0
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 851-3 831-7 766-5
R3 819-7 800-3 757-7
R2 788-3 788-3 755-0
R1 768-7 768-7 752-1 762-7
PP 756-7 756-7 756-7 754-0
S1 737-3 737-3 746-3 731-3
S2 725-3 725-3 743-4
S3 693-7 705-7 740-5
S4 662-3 674-3 731-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 776-4 744-4 32-0 4.2% 13-0 1.7% 44% False True 33,720
10 788-0 744-4 43-4 5.7% 13-7 1.8% 32% False True 29,260
20 788-0 723-2 64-6 8.5% 11-4 1.5% 54% False False 25,328
40 788-0 678-0 110-0 14.5% 11-2 1.5% 73% False False 22,957
60 788-0 594-0 194-0 25.6% 12-0 1.6% 85% False False 20,437
80 788-0 594-0 194-0 25.6% 12-2 1.6% 85% False False 17,091
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 825-7
2.618 800-5
1.618 785-1
1.000 775-4
0.618 769-5
HIGH 760-0
0.618 754-1
0.500 752-2
0.382 750-3
LOW 744-4
0.618 734-7
1.000 729-0
1.618 719-3
2.618 703-7
4.250 678-5
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 756-3 756-3
PP 754-3 754-3
S1 752-2 752-2

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

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