CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 626-0 634-4 8-4 1.4% 595-6
High 636-4 646-0 9-4 1.5% 625-0
Low 626-0 632-4 6-4 1.0% 593-6
Close 633-2 642-4 9-2 1.5% 619-4
Range 10-4 13-4 3-0 28.6% 31-2
ATR 13-3 13-3 0-0 0.1% 0-0
Volume 91,491 116,080 24,589 26.9% 562,738
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 680-7 675-1 649-7
R3 667-3 661-5 646-2
R2 653-7 653-7 645-0
R1 648-1 648-1 643-6 651-0
PP 640-3 640-3 640-3 641-6
S1 634-5 634-5 641-2 637-4
S2 626-7 626-7 640-0
S3 613-3 621-1 638-6
S4 599-7 607-5 635-1
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 706-4 694-2 636-6
R3 675-2 663-0 628-1
R2 644-0 644-0 625-2
R1 631-6 631-6 622-3 637-7
PP 612-6 612-6 612-6 615-6
S1 600-4 600-4 616-5 606-5
S2 581-4 581-4 613-6
S3 550-2 569-2 610-7
S4 519-0 538-0 602-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 646-0 601-6 44-2 6.9% 11-1 1.7% 92% True False 103,347
10 646-0 576-4 69-4 10.8% 9-7 1.5% 95% True False 115,592
20 646-0 560-0 86-0 13.4% 12-2 1.9% 96% True False 128,912
40 674-0 560-0 114-0 17.7% 12-0 1.9% 72% False False 121,710
60 674-0 560-0 114-0 17.7% 12-1 1.9% 72% False False 97,097
80 776-4 560-0 216-4 33.7% 12-5 2.0% 38% False False 82,106
100 788-0 560-0 228-0 35.5% 12-1 1.9% 36% False False 70,663
120 788-0 560-0 228-0 35.5% 12-2 1.9% 36% False False 61,734
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 1-4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 703-3
2.618 681-3
1.618 667-7
1.000 659-4
0.618 654-3
HIGH 646-0
0.618 640-7
0.500 639-2
0.382 637-5
LOW 632-4
0.618 624-1
1.000 619-0
1.618 610-5
2.618 597-1
4.250 575-1
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 641-3 638-4
PP 640-3 634-4
S1 639-2 630-4

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

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