CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 669-0 666-4 -2-4 -0.4% 643-4
High 673-6 670-4 -3-2 -0.5% 673-6
Low 666-6 662-2 -4-4 -0.7% 643-2
Close 673-0 663-4 -9-4 -1.4% 673-0
Range 7-0 8-2 1-2 17.9% 30-4
ATR 11-3 11-2 0-0 -0.4% 0-0
Volume 123,769 114,150 -9,619 -7.8% 780,817
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 690-1 685-1 668-0
R3 681-7 676-7 665-6
R2 673-5 673-5 665-0
R1 668-5 668-5 664-2 667-0
PP 665-3 665-3 665-3 664-5
S1 660-3 660-3 662-6 658-6
S2 657-1 657-1 662-0
S3 648-7 652-1 661-2
S4 640-5 643-7 659-0
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 754-7 744-3 689-6
R3 724-3 713-7 681-3
R2 693-7 693-7 678-5
R1 683-3 683-3 675-6 688-5
PP 663-3 663-3 663-3 666-0
S1 652-7 652-7 670-2 658-1
S2 632-7 632-7 667-3
S3 602-3 622-3 664-5
S4 571-7 591-7 656-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 673-6 654-4 19-2 2.9% 9-0 1.4% 47% False False 145,931
10 673-6 631-6 42-0 6.3% 12-0 1.8% 76% False False 155,934
20 673-6 629-0 44-6 6.7% 10-5 1.6% 77% False False 149,096
40 673-6 620-0 53-6 8.1% 9-6 1.5% 81% False False 109,645
60 673-6 599-2 74-4 11.2% 9-1 1.4% 86% False False 86,146
80 673-6 587-0 86-6 13.1% 9-0 1.4% 88% False False 71,727
100 681-0 587-0 94-0 14.2% 9-0 1.4% 81% False False 61,908
120 684-4 587-0 97-4 14.7% 9-2 1.4% 78% False False 54,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 705-4
2.618 692-1
1.618 683-7
1.000 678-6
0.618 675-5
HIGH 670-4
0.618 667-3
0.500 666-3
0.382 665-3
LOW 662-2
0.618 657-1
1.000 654-0
1.618 648-7
2.618 640-5
4.250 627-2
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 666-3 668-0
PP 665-3 666-4
S1 664-4 665-0

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

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