CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 592-0 605-0 13-0 2.2% 605-0
High 602-4 605-0 2-4 0.4% 609-0
Low 591-6 600-0 8-2 1.4% 585-0
Close 603-0 605-0 2-0 0.3% 596-0
Range 10-6 5-0 -5-6 -53.5% 24-0
ATR 8-2 8-0 -0-2 -2.8% 0-0
Volume 25,203 20,742 -4,461 -17.7% 111,484
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 618-3 616-5 607-6
R3 613-3 611-5 606-3
R2 608-3 608-3 605-7
R1 606-5 606-5 605-4 607-4
PP 603-3 603-3 603-3 603-6
S1 601-5 601-5 604-4 602-4
S2 598-3 598-3 604-1
S3 593-3 596-5 603-5
S4 588-3 591-5 602-2
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
5 605-0 585-0 20-0 3.3% 9-6 1.6% 100% True False 22,751
10 609-0 585-0 24-0 4.0% 7-1 1.2% 83% False False 19,341
20 609-0 580-0 29-0 4.8% 6-3 1.0% 86% False False 15,011
40 609-0 569-6 39-2 6.5% 5-6 1.0% 90% False False 12,113
60 618-0 564-2 53-6 8.9% 4-6 0.8% 76% False False 9,451
80 618-0 557-4 60-4 10.0% 4-5 0.8% 79% False False 7,657
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 0-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 626-2
2.618 618-1
1.618 613-1
1.000 610-0
0.618 608-1
HIGH 605-0
0.618 603-1
0.500 602-4
0.382 601-7
LOW 600-0
0.618 596-7
1.000 595-0
1.618 591-7
2.618 586-7
4.250 578-6
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 604-1 601-5
PP 603-3 598-3
S1 602-4 595-0

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

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