CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 654-0 677-4 23-4 3.6% 695-0
High 665-0 677-4 12-4 1.9% 714-4
Low 652-6 659-6 7-0 1.1% 651-0
Close 661-2 665-6 4-4 0.7% 652-0
Range 12-2 17-6 5-4 44.9% 63-4
ATR 15-7 16-0 0-1 0.8% 0-0
Volume 35,066 29,126 -5,940 -16.9% 181,056
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 720-7 711-1 675-4
R3 703-1 693-3 670-5
R2 685-3 685-3 669-0
R1 675-5 675-5 667-3 671-5
PP 667-5 667-5 667-5 665-6
S1 657-7 657-7 664-1 653-7
S2 649-7 649-7 662-4
S3 632-1 640-1 660-7
S4 614-3 622-3 656-0
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 863-0 821-0 686-7
R3 799-4 757-4 669-4
R2 736-0 736-0 663-5
R1 694-0 694-0 657-7 683-2
PP 672-4 672-4 672-4 667-1
S1 630-4 630-4 646-1 619-6
S2 609-0 609-0 640-3
S3 545-4 567-0 634-4
S4 482-0 503-4 617-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706-0 651-0 55-0 8.3% 15-1 2.3% 27% False False 30,400
10 740-0 651-0 89-0 13.4% 14-2 2.1% 17% False False 35,638
20 788-0 651-0 137-0 20.6% 14-6 2.2% 11% False False 32,707
40 788-0 651-0 137-0 20.6% 12-4 1.9% 11% False False 28,629
60 788-0 615-0 173-0 26.0% 12-1 1.8% 29% False False 24,653
80 788-0 594-0 194-0 29.1% 12-4 1.9% 37% False False 21,353
100 788-0 594-0 194-0 29.1% 12-5 1.9% 37% False False 18,075
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 2-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 753-0
2.618 724-0
1.618 706-2
1.000 695-2
0.618 688-4
HIGH 677-4
0.618 670-6
0.500 668-5
0.382 666-4
LOW 659-6
0.618 648-6
1.000 642-0
1.618 631-0
2.618 613-2
4.250 584-2
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 668-5 665-2
PP 667-5 664-6
S1 666-6 664-2

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

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