CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 695-0 714-0 19-0 2.7% 744-4
High 706-0 714-4 8-4 1.2% 760-0
Low 690-0 703-0 13-0 1.9% 705-0
Close 705-0 703-0 -2-0 -0.3% 705-4
Range 16-0 11-4 -4-4 -28.1% 55-0
ATR 15-3 15-1 -0-2 -1.8% 0-0
Volume 43,885 49,363 5,478 12.5% 193,090
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 741-3 733-5 709-3
R3 729-7 722-1 706-1
R2 718-3 718-3 705-1
R1 710-5 710-5 704-0 708-6
PP 706-7 706-7 706-7 705-7
S1 699-1 699-1 702-0 697-2
S2 695-3 695-3 700-7
S3 683-7 687-5 699-7
S4 672-3 676-1 696-5
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 888-4 852-0 735-6
R3 833-4 797-0 720-5
R2 778-4 778-4 715-5
R1 742-0 742-0 710-4 732-6
PP 723-4 723-4 723-4 718-7
S1 687-0 687-0 700-4 677-6
S2 668-4 668-4 695-3
S3 613-4 632-0 690-3
S4 558-4 577-0 675-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 740-0 690-0 50-0 7.1% 13-4 1.9% 26% False False 40,877
10 776-4 690-0 86-4 12.3% 14-1 2.0% 15% False False 37,744
20 788-0 690-0 98-0 13.9% 13-7 2.0% 13% False False 31,303
40 788-0 679-0 109-0 15.5% 11-6 1.7% 22% False False 26,616
60 788-0 594-0 194-0 27.6% 11-7 1.7% 56% False False 23,359
80 788-0 594-0 194-0 27.6% 12-3 1.8% 56% False False 19,745
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0-7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 763-3
2.618 744-5
1.618 733-1
1.000 726-0
0.618 721-5
HIGH 714-4
0.618 710-1
0.500 708-6
0.382 707-3
LOW 703-0
0.618 695-7
1.000 691-4
1.618 684-3
2.618 672-7
4.250 654-1
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 708-6 704-0
PP 706-7 703-5
S1 704-7 703-3

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

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