CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 780-6 787-2 6-4 0.8% 750-4
High 792-0 789-4 -2-4 -0.3% 780-0
Low 780-6 785-0 4-2 0.5% 746-0
Close 791-0 783-6 -7-2 -0.9% 782-0
Range 11-2 4-4 -6-6 -60.0% 34-0
ATR 11-3 11-0 -0-3 -3.4% 0-0
Volume 5,868 7,016 1,148 19.6% 26,203
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 799-5 796-1 786-2
R3 795-1 791-5 785-0
R2 790-5 790-5 784-5
R1 787-1 787-1 784-1 786-5
PP 786-1 786-1 786-1 785-6
S1 782-5 782-5 783-3 782-1
S2 781-5 781-5 782-7
S3 777-1 778-1 782-4
S4 772-5 773-5 781-2
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 871-3 860-5 800-6
R3 837-3 826-5 791-3
R2 803-3 803-3 788-2
R1 792-5 792-5 785-1 798-0
PP 769-3 769-3 769-3 772-0
S1 758-5 758-5 778-7 764-0
S2 735-3 735-3 775-6
S3 701-3 724-5 772-5
S4 667-3 690-5 763-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 792-0 751-2 40-6 5.2% 10-4 1.3% 80% False False 6,210
10 792-0 729-0 63-0 8.0% 7-4 1.0% 87% False False 5,339
20 792-0 703-0 89-0 11.4% 5-5 0.7% 91% False False 5,368
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 808-5
2.618 801-2
1.618 796-6
1.000 794-0
0.618 792-2
HIGH 789-4
0.618 787-6
0.500 787-2
0.382 786-6
LOW 785-0
0.618 782-2
1.000 780-4
1.618 777-6
2.618 773-2
4.250 765-7
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 787-2 786-3
PP 786-1 785-4
S1 784-7 784-5

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

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