CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 644-2 640-0 -4-2 -0.7% 664-4
High 651-2 641-0 -10-2 -1.6% 667-4
Low 636-0 630-0 -6-0 -0.9% 637-2
Close 636-0 630-6 -5-2 -0.8% 644-4
Range 15-2 11-0 -4-2 -27.9% 30-2
ATR 10-0 10-1 0-1 0.7% 0-0
Volume 75,243 56,068 -19,175 -25.5% 243,821
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 666-7 659-7 636-6
R3 655-7 648-7 633-6
R2 644-7 644-7 632-6
R1 637-7 637-7 631-6 635-7
PP 633-7 633-7 633-7 633-0
S1 626-7 626-7 629-6 624-7
S2 622-7 622-7 628-6
S3 611-7 615-7 627-6
S4 600-7 604-7 624-6
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
5 651-2 630-0 21-2 3.4% 9-5 1.5% 4% False True 52,935
10 671-0 630-0 41-0 6.5% 8-7 1.4% 2% False True 55,612
20 671-0 630-0 41-0 6.5% 9-1 1.4% 2% False True 59,790
40 671-0 630-0 41-0 6.5% 8-2 1.3% 2% False True 57,395
60 677-0 604-0 73-0 11.6% 7-7 1.3% 37% False False 53,646
80 677-0 594-2 82-6 13.1% 7-7 1.3% 44% False False 46,348
100 683-0 594-2 88-6 14.1% 8-0 1.3% 41% False False 41,733
120 683-0 594-2 88-6 14.1% 8-3 1.3% 41% False False 37,942
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 687-6
2.618 669-6
1.618 658-6
1.000 652-0
0.618 647-6
HIGH 641-0
0.618 636-6
0.500 635-4
0.382 634-2
LOW 630-0
0.618 623-2
1.000 619-0
1.618 612-2
2.618 601-2
4.250 583-2
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 635-4 640-5
PP 633-7 637-3
S1 632-3 634-0

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

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