CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 648-0 652-0 4-0 0.6% 661-0
High 649-4 662-4 13-0 2.0% 664-0
Low 643-0 651-0 8-0 1.2% 640-0
Close 643-4 652-0 8-4 1.3% 643-4
Range 6-4 11-4 5-0 76.9% 24-0
ATR 12-5 13-0 0-4 3.6% 0-0
Volume 139,982 177,473 37,491 26.8% 621,517
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 689-5 682-3 658-3
R3 678-1 670-7 655-1
R2 666-5 666-5 654-1
R1 659-3 659-3 653-0 657-6
PP 655-1 655-1 655-1 654-3
S1 647-7 647-7 651-0 646-2
S2 643-5 643-5 649-7
S3 632-1 636-3 648-7
S4 620-5 624-7 645-5
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 721-1 706-3 656-6
R3 697-1 682-3 650-1
R2 673-1 673-1 647-7
R1 658-3 658-3 645-6 653-6
PP 649-1 649-1 649-1 646-7
S1 634-3 634-3 641-2 629-6
S2 625-1 625-1 639-1
S3 601-1 610-3 636-7
S4 577-1 586-3 630-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 664-0 640-0 24-0 3.7% 9-1 1.4% 50% False False 159,798
10 664-0 615-0 49-0 7.5% 9-2 1.4% 76% False False 126,765
20 664-0 576-4 87-4 13.4% 9-4 1.5% 86% False False 125,924
40 668-4 560-0 108-4 16.6% 11-4 1.8% 85% False False 132,358
60 674-0 560-0 114-0 17.5% 11-4 1.8% 81% False False 108,727
80 733-4 560-0 173-4 26.6% 12-2 1.9% 53% False False 91,321
100 788-0 560-0 228-0 35.0% 12-2 1.9% 40% False False 78,532
120 788-0 560-0 228-0 35.0% 12-0 1.8% 40% False False 68,997
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 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 711-3
2.618 692-5
1.618 681-1
1.000 674-0
0.618 669-5
HIGH 662-4
0.618 658-1
0.500 656-6
0.382 655-3
LOW 651-0
0.618 643-7
1.000 639-4
1.618 632-3
2.618 620-7
4.250 602-1
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 656-6 651-6
PP 655-1 651-4
S1 653-5 651-2

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

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