CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 646-0 638-4 -7-4 -1.2% 643-4
High 650-4 645-4 -5-0 -0.8% 673-6
Low 641-4 637-6 -3-6 -0.6% 643-2
Close 642-0 644-4 2-4 0.4% 673-0
Range 9-0 7-6 -1-2 -13.9% 30-4
ATR 11-6 11-3 -0-2 -2.4% 0-0
Volume 132,608 127,681 -4,927 -3.7% 780,817
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 665-7 662-7 648-6
R3 658-1 655-1 646-5
R2 650-3 650-3 645-7
R1 647-3 647-3 645-2 648-7
PP 642-5 642-5 642-5 643-2
S1 639-5 639-5 643-6 641-1
S2 634-7 634-7 643-1
S3 627-1 631-7 642-3
S4 619-3 624-1 640-2
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
5 673-6 637-6 36-0 5.6% 8-5 1.3% 19% False True 137,466
10 673-6 632-0 41-6 6.5% 11-1 1.7% 30% False False 154,377
20 673-6 631-6 42-0 6.5% 10-4 1.6% 30% False False 155,969
40 673-6 629-0 44-6 6.9% 9-5 1.5% 35% False False 117,595
60 673-6 599-2 74-4 11.6% 9-1 1.4% 61% False False 92,621
80 673-6 587-0 86-6 13.5% 9-1 1.4% 66% False False 76,414
100 681-0 587-0 94-0 14.6% 9-1 1.4% 61% False False 66,079
120 681-0 587-0 94-0 14.6% 9-1 1.4% 61% False False 57,530
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 2-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 678-4
2.618 665-6
1.618 658-0
1.000 653-2
0.618 650-2
HIGH 645-4
0.618 642-4
0.500 641-5
0.382 640-6
LOW 637-6
0.618 633-0
1.000 630-0
1.618 625-2
2.618 617-4
4.250 604-6
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 643-4 646-2
PP 642-5 645-5
S1 641-5 645-1

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

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