CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 666-4 654-4 -12-0 -1.8% 643-4
High 670-4 654-6 -15-6 -2.3% 673-6
Low 662-2 643-4 -18-6 -2.8% 643-2
Close 663-4 647-4 -16-0 -2.4% 673-0
Range 8-2 11-2 3-0 36.4% 30-4
ATR 11-2 11-7 0-5 5.5% 0-0
Volume 114,150 189,125 74,975 65.7% 780,817
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 682-3 676-1 653-6
R3 671-1 664-7 650-5
R2 659-7 659-7 649-4
R1 653-5 653-5 648-4 651-1
PP 648-5 648-5 648-5 647-2
S1 642-3 642-3 646-4 639-7
S2 637-3 637-3 645-4
S3 626-1 631-1 644-3
S4 614-7 619-7 641-2
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 754-7 744-3 689-6
R3 724-3 713-7 681-3
R2 693-7 693-7 678-5
R1 683-3 683-3 675-6 688-5
PP 663-3 663-3 663-3 666-0
S1 652-7 652-7 670-2 658-1
S2 632-7 632-7 667-3
S3 602-3 622-3 664-5
S4 571-7 591-7 656-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 673-6 643-4 30-2 4.7% 9-3 1.5% 13% False True 152,883
10 673-6 631-6 42-0 6.5% 12-2 1.9% 38% False False 160,808
20 673-6 631-6 42-0 6.5% 10-5 1.6% 38% False False 153,851
40 673-6 622-4 51-2 7.9% 9-7 1.5% 49% False False 113,457
60 673-6 599-2 74-4 11.5% 9-0 1.4% 65% False False 88,975
80 673-6 587-0 86-6 13.4% 9-1 1.4% 70% False False 73,779
100 681-0 587-0 94-0 14.5% 9-1 1.4% 64% False False 63,675
120 681-0 587-0 94-0 14.5% 9-2 1.4% 64% False False 55,596
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 702-4
2.618 684-2
1.618 673-0
1.000 666-0
0.618 661-6
HIGH 654-6
0.618 650-4
0.500 649-1
0.382 647-6
LOW 643-4
0.618 636-4
1.000 632-2
1.618 625-2
2.618 614-0
4.250 595-6
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 649-1 658-5
PP 648-5 654-7
S1 648-0 651-2

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

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