CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 587-0 592-0 5-0 0.9% 605-0
High 600-0 602-4 2-4 0.4% 609-0
Low 585-0 591-6 6-6 1.2% 585-0
Close 596-0 603-0 7-0 1.2% 596-0
Range 15-0 10-6 -4-2 -28.3% 24-0
ATR 8-1 8-2 0-2 2.4% 0-0
Volume 29,365 25,203 -4,162 -14.2% 111,484
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 631-3 627-7 608-7
R3 620-5 617-1 606-0
R2 609-7 609-7 605-0
R1 606-3 606-3 604-0 608-1
PP 599-1 599-1 599-1 600-0
S1 595-5 595-5 602-0 597-3
S2 588-3 588-3 601-0
S3 577-5 584-7 600-0
S4 566-7 574-1 597-1
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 668-5 656-3 609-2
R3 644-5 632-3 602-5
R2 620-5 620-5 600-3
R1 608-3 608-3 598-2 602-4
PP 596-5 596-5 596-5 593-6
S1 584-3 584-3 593-6 578-4
S2 572-5 572-5 591-5
S3 548-5 560-3 589-3
S4 524-5 536-3 582-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 602-4 585-0 17-4 2.9% 9-2 1.5% 103% True False 22,532
10 609-0 585-0 24-0 4.0% 7-1 1.2% 75% False False 18,263
20 609-0 580-0 29-0 4.8% 6-3 1.1% 79% False False 14,501
40 609-0 569-6 39-2 6.5% 5-6 1.0% 85% False False 11,935
60 618-0 564-2 53-6 8.9% 4-6 0.8% 72% False False 9,151
80 618-0 557-4 60-4 10.0% 4-5 0.8% 75% False False 7,422
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 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 648-2
2.618 630-5
1.618 619-7
1.000 613-2
0.618 609-1
HIGH 602-4
0.618 598-3
0.500 597-1
0.382 595-7
LOW 591-6
0.618 585-1
1.000 581-0
1.618 574-3
2.618 563-5
4.250 546-0
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 601-0 599-7
PP 599-1 596-7
S1 597-1 593-6

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

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