CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 677-4 657-0 -20-4 -3.0% 695-0
High 677-4 661-4 -16-0 -2.4% 714-4
Low 659-6 642-4 -17-2 -2.6% 651-0
Close 665-6 644-0 -21-6 -3.3% 652-0
Range 17-6 19-0 1-2 7.0% 63-4
ATR 16-0 16-5 0-4 3.2% 0-0
Volume 29,126 45,074 15,948 54.8% 181,056
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 706-3 694-1 654-4
R3 687-3 675-1 649-2
R2 668-3 668-3 647-4
R1 656-1 656-1 645-6 652-6
PP 649-3 649-3 649-3 647-5
S1 637-1 637-1 642-2 633-6
S2 630-3 630-3 640-4
S3 611-3 618-1 638-6
S4 592-3 599-1 633-4
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
5 683-4 642-4 41-0 6.4% 17-2 2.7% 4% False True 33,059
10 733-4 642-4 91-0 14.1% 15-3 2.4% 2% False True 35,496
20 786-0 642-4 143-4 22.3% 15-0 2.3% 1% False True 33,748
40 788-0 642-4 145-4 22.6% 12-2 1.9% 1% False True 29,504
60 788-0 618-0 170-0 26.4% 12-2 1.9% 15% False False 24,830
80 788-0 594-0 194-0 30.1% 12-6 2.0% 26% False False 21,837
100 788-0 594-0 194-0 30.1% 12-5 2.0% 26% False False 18,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 742-2
2.618 711-2
1.618 692-2
1.000 680-4
0.618 673-2
HIGH 661-4
0.618 654-2
0.500 652-0
0.382 649-6
LOW 642-4
0.618 630-6
1.000 623-4
1.618 611-6
2.618 592-6
4.250 561-6
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 652-0 660-0
PP 649-3 654-5
S1 646-5 649-3

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

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