CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 663-0 660-6 -2-2 -0.3% 656-4
High 665-4 665-0 -0-4 -0.1% 665-0
Low 656-0 654-4 -1-4 -0.2% 631-6
Close 662-0 658-6 -3-2 -0.5% 645-0
Range 9-4 10-4 1-0 10.5% 33-2
ATR 11-5 11-4 -0-1 -0.7% 0-0
Volume 154,364 164,518 10,154 6.6% 813,843
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 690-7 685-3 664-4
R3 680-3 674-7 661-5
R2 669-7 669-7 660-5
R1 664-3 664-3 659-6 661-7
PP 659-3 659-3 659-3 658-2
S1 653-7 653-7 657-6 651-3
S2 648-7 648-7 656-7
S3 638-3 643-3 655-7
S4 627-7 632-7 653-0
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
5 665-4 631-6 33-6 5.1% 13-6 2.1% 80% False False 165,260
10 665-4 631-6 33-6 5.1% 12-1 1.8% 80% False False 160,087
20 665-4 629-0 36-4 5.5% 11-0 1.7% 82% False False 143,930
40 665-4 599-2 66-2 10.1% 9-6 1.5% 90% False False 104,359
60 671-0 590-0 81-0 12.3% 9-0 1.4% 85% False False 81,143
80 671-0 587-0 84-0 12.8% 9-1 1.4% 85% False False 67,561
100 681-0 587-0 94-0 14.3% 9-0 1.4% 76% False False 58,191
120 688-0 587-0 101-0 15.3% 9-3 1.4% 71% False False 50,946
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 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 709-5
2.618 692-4
1.618 682-0
1.000 675-4
0.618 671-4
HIGH 665-0
0.618 661-0
0.500 659-6
0.382 658-4
LOW 654-4
0.618 648-0
1.000 644-0
1.618 637-4
2.618 627-0
4.250 609-7
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 659-6 657-2
PP 659-3 655-7
S1 659-1 654-3

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

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