CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 725-4 713-0 -12-4 -1.7% 768-2
High 725-4 713-0 -12-4 -1.7% 768-6
Low 714-0 710-0 -4-0 -0.6% 717-4
Close 714-2 709-4 -4-6 -0.7% 717-0
Range 11-4 3-0 -8-4 -73.9% 51-2
ATR 13-0 12-3 -0-5 -4.8% 0-0
Volume 10,989 8,494 -2,495 -22.7% 61,546
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 719-7 717-5 711-1
R3 716-7 714-5 710-3
R2 713-7 713-7 710-0
R1 711-5 711-5 709-6 711-2
PP 710-7 710-7 710-7 710-5
S1 708-5 708-5 709-2 708-2
S2 707-7 707-7 709-0
S3 704-7 705-5 708-5
S4 701-7 702-5 707-7
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 888-1 853-7 745-2
R3 836-7 802-5 731-1
R2 785-5 785-5 726-3
R1 751-3 751-3 721-6 742-7
PP 734-3 734-3 734-3 730-2
S1 700-1 700-1 712-2 691-5
S2 683-1 683-1 707-5
S3 631-7 648-7 702-7
S4 580-5 597-5 688-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 737-0 704-4 32-4 4.6% 9-1 1.3% 15% False False 10,473
10 768-6 704-4 64-2 9.1% 9-3 1.3% 8% False False 12,107
20 794-4 704-4 90-0 12.7% 9-6 1.4% 6% False False 11,698
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0-4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 725-6
2.618 720-7
1.618 717-7
1.000 716-0
0.618 714-7
HIGH 713-0
0.618 711-7
0.500 711-4
0.382 711-1
LOW 710-0
0.618 708-1
1.000 707-0
1.618 705-1
2.618 702-1
4.250 697-2
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 711-4 715-0
PP 710-7 713-1
S1 710-1 711-3

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

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