CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 648-0 644-2 -3-6 -0.6% 664-4
High 649-0 651-2 2-2 0.3% 667-4
Low 641-0 636-0 -5-0 -0.8% 637-2
Close 644-4 636-0 -8-4 -1.3% 644-4
Range 8-0 15-2 7-2 90.6% 30-2
ATR 9-5 10-0 0-3 4.1% 0-0
Volume 35,111 75,243 40,132 114.3% 243,821
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 686-7 676-5 644-3
R3 671-5 661-3 640-2
R2 656-3 656-3 638-6
R1 646-1 646-1 637-3 643-5
PP 641-1 641-1 641-1 639-6
S1 630-7 630-7 634-5 628-3
S2 625-7 625-7 633-2
S3 610-5 615-5 631-6
S4 595-3 600-3 627-5
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 740-4 722-6 661-1
R3 710-2 692-4 652-7
R2 680-0 680-0 650-0
R1 662-2 662-2 647-2 656-0
PP 649-6 649-6 649-6 646-5
S1 632-0 632-0 641-6 625-6
S2 619-4 619-4 639-0
S3 589-2 601-6 636-1
S4 559-0 571-4 627-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 653-4 636-0 17-4 2.8% 9-4 1.5% 0% False True 54,306
10 671-0 636-0 35-0 5.5% 8-3 1.3% 0% False True 56,862
20 671-0 634-2 36-6 5.8% 8-7 1.4% 5% False False 59,936
40 671-0 633-4 37-4 5.9% 8-1 1.3% 7% False False 56,794
60 677-0 604-0 73-0 11.5% 7-7 1.2% 44% False False 53,127
80 677-0 594-2 82-6 13.0% 7-7 1.2% 50% False False 45,944
100 683-0 594-2 88-6 14.0% 8-1 1.3% 47% False False 41,301
120 683-0 594-2 88-6 14.0% 8-2 1.3% 47% False False 37,653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 716-0
2.618 691-1
1.618 675-7
1.000 666-4
0.618 660-5
HIGH 651-2
0.618 645-3
0.500 643-5
0.382 641-7
LOW 636-0
0.618 626-5
1.000 620-6
1.618 611-3
2.618 596-1
4.250 571-2
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 643-5 643-5
PP 641-1 641-1
S1 638-4 638-4

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

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