CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 617-4 619-6 2-2 0.4% 595-6
High 625-0 621-4 -3-4 -0.6% 625-0
Low 616-0 615-0 -1-0 -0.2% 593-6
Close 617-4 619-4 2-0 0.3% 619-4
Range 9-0 6-4 -2-4 -27.8% 31-2
ATR 13-4 13-0 -0-4 -3.7% 0-0
Volume 121,686 69,750 -51,936 -42.7% 562,738
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 638-1 635-3 623-1
R3 631-5 628-7 621-2
R2 625-1 625-1 620-6
R1 622-3 622-3 620-1 620-4
PP 618-5 618-5 618-5 617-6
S1 615-7 615-7 618-7 614-0
S2 612-1 612-1 618-2
S3 605-5 609-3 617-6
S4 599-1 602-7 615-7
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 706-4 694-2 636-6
R3 675-2 663-0 628-1
R2 644-0 644-0 625-2
R1 631-6 631-6 622-3 637-7
PP 612-6 612-6 612-6 615-6
S1 600-4 600-4 616-5 606-5
S2 581-4 581-4 613-6
S3 550-2 569-2 610-7
S4 519-0 538-0 602-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 625-0 593-6 31-2 5.0% 9-5 1.6% 82% False False 112,547
10 625-0 576-4 48-4 7.8% 9-5 1.6% 89% False False 116,251
20 625-0 560-0 65-0 10.5% 12-1 2.0% 92% False False 132,528
40 674-0 560-0 114-0 18.4% 12-0 1.9% 52% False False 119,366
60 674-0 560-0 114-0 18.4% 12-2 2.0% 52% False False 95,184
80 776-4 560-0 216-4 34.9% 12-7 2.1% 27% False False 80,123
100 788-0 560-0 228-0 36.8% 12-2 2.0% 26% False False 68,974
120 788-0 560-0 228-0 36.8% 12-2 2.0% 26% False False 60,248
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 649-1
2.618 638-4
1.618 632-0
1.000 628-0
0.618 625-4
HIGH 621-4
0.618 619-0
0.500 618-2
0.382 617-4
LOW 615-0
0.618 611-0
1.000 608-4
1.618 604-4
2.618 598-0
4.250 587-3
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 619-1 617-4
PP 618-5 615-3
S1 618-2 613-3

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

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