CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 632-4 647-0 14-4 2.3% 644-2
High 643-6 653-4 9-6 1.5% 651-2
Low 622-4 644-0 21-4 3.5% 603-0
Close 643-2 651-0 7-6 1.2% 643-2
Range 21-2 9-4 -11-6 -55.3% 48-2
ATR 13-0 12-6 -0-2 -1.5% 0-0
Volume 136,534 0 -136,534 -100.0% 445,863
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 678-0 674-0 656-2
R3 668-4 664-4 653-5
R2 659-0 659-0 652-6
R1 655-0 655-0 651-7 657-0
PP 649-4 649-4 649-4 650-4
S1 645-4 645-4 650-1 647-4
S2 640-0 640-0 649-2
S3 630-4 636-0 648-3
S4 621-0 626-4 645-6
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 777-2 758-4 669-6
R3 729-0 710-2 656-4
R2 680-6 680-6 652-1
R1 662-0 662-0 647-5 647-2
PP 632-4 632-4 632-4 625-1
S1 613-6 613-6 638-7 599-0
S2 584-2 584-2 634-3
S3 536-0 565-4 630-0
S4 487-6 517-2 616-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 653-4 603-0 50-4 7.8% 14-4 2.2% 95% True False 74,124
10 653-4 603-0 50-4 7.8% 12-0 1.8% 95% True False 64,215
20 671-0 603-0 68-0 10.4% 11-0 1.7% 71% False False 63,725
40 671-0 603-0 68-0 10.4% 9-1 1.4% 71% False False 60,190
60 672-0 603-0 69-0 10.6% 8-4 1.3% 70% False False 56,657
80 677-0 594-2 82-6 12.7% 8-2 1.3% 69% False False 48,717
100 683-0 594-2 88-6 13.6% 8-3 1.3% 64% False False 44,107
120 683-0 594-2 88-6 13.6% 8-5 1.3% 64% False False 40,024
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 3-1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 693-7
2.618 678-3
1.618 668-7
1.000 663-0
0.618 659-3
HIGH 653-4
0.618 649-7
0.500 648-6
0.382 647-5
LOW 644-0
0.618 638-1
1.000 634-4
1.618 628-5
2.618 619-1
4.250 603-5
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 650-2 643-3
PP 649-4 635-7
S1 648-6 628-2

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

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