CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 590-4 582-0 -8-4 -1.4% 600-4
High 591-6 583-4 -8-2 -1.4% 602-0
Low 578-4 576-4 -2-0 -0.3% 560-0
Close 580-6 579-0 -1-6 -0.3% 594-2
Range 13-2 7-0 -6-2 -47.2% 42-0
ATR 14-6 14-2 -0-4 -3.8% 0-0
Volume 141,231 131,225 -10,006 -7.1% 702,503
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 600-5 596-7 582-7
R3 593-5 589-7 580-7
R2 586-5 586-5 580-2
R1 582-7 582-7 579-5 581-2
PP 579-5 579-5 579-5 578-7
S1 575-7 575-7 578-3 574-2
S2 572-5 572-5 577-6
S3 565-5 568-7 577-1
S4 558-5 561-7 575-1
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 711-3 694-7 617-3
R3 669-3 652-7 605-6
R2 627-3 627-3 602-0
R1 610-7 610-7 598-1 598-1
PP 585-3 585-3 585-3 579-0
S1 568-7 568-7 590-3 556-1
S2 543-3 543-3 586-4
S3 501-3 526-7 582-6
S4 459-3 484-7 571-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 601-4 576-4 25-0 4.3% 10-2 1.8% 10% False True 128,935
10 605-0 560-0 45-0 7.8% 14-0 2.4% 42% False False 132,145
20 646-4 560-0 86-4 14.9% 13-1 2.3% 22% False False 136,690
40 674-0 560-0 114-0 19.7% 12-3 2.1% 17% False False 109,632
60 683-4 560-0 123-4 21.3% 12-7 2.2% 15% False False 87,371
80 788-0 560-0 228-0 39.4% 13-1 2.3% 8% False False 73,564
100 788-0 560-0 228-0 39.4% 12-4 2.2% 8% False False 63,284
120 788-0 560-0 228-0 39.4% 12-3 2.1% 8% False False 55,482
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 3-0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 613-2
2.618 601-7
1.618 594-7
1.000 590-4
0.618 587-7
HIGH 583-4
0.618 580-7
0.500 580-0
0.382 579-1
LOW 576-4
0.618 572-1
1.000 569-4
1.618 565-1
2.618 558-1
4.250 546-6
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 580-0 589-0
PP 579-5 585-5
S1 579-3 582-3

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

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