CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 731-4 733-0 1-4 0.2% 762-0
High 740-0 733-4 -6-4 -0.9% 776-4
Low 731-4 715-0 -16-4 -2.3% 745-0
Close 738-0 714-6 -23-2 -3.2% 749-2
Range 8-4 18-4 10-0 117.6% 31-4
ATR 14-7 15-4 0-5 3.9% 0-0
Volume 46,497 31,268 -15,229 -32.8% 124,712
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 776-5 764-1 724-7
R3 758-1 745-5 719-7
R2 739-5 739-5 718-1
R1 727-1 727-1 716-4 724-1
PP 721-1 721-1 721-1 719-4
S1 708-5 708-5 713-0 705-5
S2 702-5 702-5 711-3
S3 684-1 690-1 709-5
S4 665-5 671-5 704-5
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
5 760-0 715-0 45-0 6.3% 13-6 1.9% -1% False True 40,807
10 776-4 715-0 61-4 8.6% 15-7 2.2% 0% False True 33,329
20 788-0 715-0 73-0 10.2% 12-5 1.8% 0% False True 27,339
40 788-0 678-0 110-0 15.4% 11-5 1.6% 33% False False 24,630
60 788-0 594-0 194-0 27.1% 12-3 1.7% 62% False False 21,967
80 788-0 594-0 194-0 27.1% 12-2 1.7% 62% False False 18,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 812-1
2.618 781-7
1.618 763-3
1.000 752-0
0.618 744-7
HIGH 733-4
0.618 726-3
0.500 724-2
0.382 722-1
LOW 715-0
0.618 703-5
1.000 696-4
1.618 685-1
2.618 666-5
4.250 636-3
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 724-2 734-4
PP 721-1 727-7
S1 717-7 721-3

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

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