CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 660-6 662-4 1-6 0.3% 656-4
High 665-0 672-4 7-4 1.1% 665-0
Low 654-4 662-4 8-0 1.2% 631-6
Close 658-6 669-0 10-2 1.6% 645-0
Range 10-4 10-0 -0-4 -4.8% 33-2
ATR 11-4 11-5 0-1 1.4% 0-0
Volume 164,518 172,856 8,338 5.1% 813,843
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 698-0 693-4 674-4
R3 688-0 683-4 671-6
R2 678-0 678-0 670-7
R1 673-4 673-4 669-7 675-6
PP 668-0 668-0 668-0 669-1
S1 663-4 663-4 668-1 665-6
S2 658-0 658-0 667-1
S3 648-0 653-4 666-2
S4 638-0 643-4 663-4
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
5 672-4 632-0 40-4 6.1% 13-4 2.0% 91% True False 171,288
10 672-4 631-6 40-6 6.1% 12-3 1.8% 91% True False 160,533
20 672-4 629-0 43-4 6.5% 10-7 1.6% 92% True False 146,858
40 672-4 604-0 68-4 10.2% 9-7 1.5% 95% True False 107,306
60 672-4 599-2 73-2 10.9% 9-0 1.4% 95% True False 83,392
80 672-4 587-0 85-4 12.8% 9-0 1.3% 96% True False 69,394
100 681-0 587-0 94-0 14.1% 9-0 1.3% 87% False False 59,796
120 684-4 587-0 97-4 14.6% 9-2 1.4% 84% False False 52,331
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 715-0
2.618 698-5
1.618 688-5
1.000 682-4
0.618 678-5
HIGH 672-4
0.618 668-5
0.500 667-4
0.382 666-3
LOW 662-4
0.618 656-3
1.000 652-4
1.618 646-3
2.618 636-3
4.250 620-0
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 668-4 667-1
PP 668-0 665-3
S1 667-4 663-4

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

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