CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 651-4 652-0 0-4 0.1% 644-2
High 658-4 655-2 -3-2 -0.5% 651-2
Low 651-4 645-2 -6-2 -1.0% 603-0
Close 653-0 650-6 -2-2 -0.3% 643-2
Range 7-0 10-0 3-0 42.9% 48-2
ATR 12-3 12-2 -0-1 -1.4% 0-0
Volume 106,121 94,245 -11,876 -11.2% 445,863
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 680-3 675-5 656-2
R3 670-3 665-5 653-4
R2 660-3 660-3 652-5
R1 655-5 655-5 651-5 653-0
PP 650-3 650-3 650-3 649-1
S1 645-5 645-5 649-7 643-0
S2 640-3 640-3 648-7
S3 630-3 635-5 648-0
S4 620-3 625-5 645-2
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
5 658-4 603-0 55-4 8.5% 13-0 2.0% 86% False False 86,043
10 658-4 603-0 55-4 8.5% 12-0 1.8% 86% False False 72,754
20 671-0 603-0 68-0 10.4% 10-6 1.7% 70% False False 67,570
40 671-0 603-0 68-0 10.4% 9-3 1.4% 70% False False 63,076
60 671-0 603-0 68-0 10.4% 8-4 1.3% 70% False False 58,660
80 677-0 594-2 82-6 12.7% 8-2 1.3% 68% False False 50,512
100 677-6 594-2 83-4 12.8% 8-3 1.3% 68% False False 45,707
120 683-0 594-2 88-6 13.6% 8-3 1.3% 64% False False 41,290
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 2-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 697-6
2.618 681-3
1.618 671-3
1.000 665-2
0.618 661-3
HIGH 655-2
0.618 651-3
0.500 650-2
0.382 649-1
LOW 645-2
0.618 639-1
1.000 635-2
1.618 629-1
2.618 619-1
4.250 602-6
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 650-5 651-2
PP 650-3 651-1
S1 650-2 650-7

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

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