CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 642-6 635-4 -7-2 -1.1% 656-4
High 643-2 652-0 8-6 1.4% 665-0
Low 631-6 632-0 0-2 0.0% 631-6
Close 635-4 645-0 9-4 1.5% 645-0
Range 11-4 20-0 8-4 73.9% 33-2
ATR 10-5 11-2 0-5 6.3% 0-0
Volume 142,715 199,394 56,679 39.7% 813,843
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 703-0 694-0 656-0
R3 683-0 674-0 650-4
R2 663-0 663-0 648-5
R1 654-0 654-0 646-7 658-4
PP 643-0 643-0 643-0 645-2
S1 634-0 634-0 643-1 638-4
S2 623-0 623-0 641-3
S3 603-0 614-0 639-4
S4 583-0 594-0 634-0
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 747-0 729-2 663-2
R3 713-6 696-0 654-1
R2 680-4 680-4 651-1
R1 662-6 662-6 648-0 655-0
PP 647-2 647-2 647-2 643-3
S1 629-4 629-4 642-0 621-6
S2 614-0 614-0 638-7
S3 580-6 596-2 635-7
S4 547-4 563-0 626-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665-0 631-6 33-2 5.2% 13-4 2.1% 40% False False 162,768
10 665-0 631-6 33-2 5.2% 11-3 1.8% 40% False False 163,480
20 665-0 629-0 36-0 5.6% 10-1 1.6% 44% False False 134,927
40 665-0 599-2 65-6 10.2% 9-3 1.5% 70% False False 96,169
60 671-0 587-0 84-0 13.0% 8-5 1.3% 69% False False 74,193
80 671-0 587-0 84-0 13.0% 9-0 1.4% 69% False False 62,522
100 681-0 587-0 94-0 14.6% 8-6 1.4% 62% False False 53,813
120 722-4 587-0 135-4 21.0% 9-2 1.4% 43% False False 47,180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 737-0
2.618 704-3
1.618 684-3
1.000 672-0
0.618 664-3
HIGH 652-0
0.618 644-3
0.500 642-0
0.382 639-5
LOW 632-0
0.618 619-5
1.000 612-0
1.618 599-5
2.618 579-5
4.250 547-0
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 644-0 644-4
PP 643-0 643-7
S1 642-0 643-3

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

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