CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 638-4 650-0 11-4 1.8% 666-4
High 645-4 651-0 5-4 0.9% 670-4
Low 637-6 642-4 4-6 0.7% 637-6
Close 644-4 646-4 2-0 0.3% 646-4
Range 7-6 8-4 0-6 9.7% 32-6
ATR 11-3 11-2 -0-2 -1.8% 0-0
Volume 127,681 103,320 -24,361 -19.1% 666,884
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 672-1 667-7 651-1
R3 663-5 659-3 648-7
R2 655-1 655-1 648-0
R1 650-7 650-7 647-2 648-6
PP 646-5 646-5 646-5 645-5
S1 642-3 642-3 645-6 640-2
S2 638-1 638-1 645-0
S3 629-5 633-7 644-1
S4 621-1 625-3 641-7
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 749-7 730-7 664-4
R3 717-1 698-1 655-4
R2 684-3 684-3 652-4
R1 665-3 665-3 649-4 658-4
PP 651-5 651-5 651-5 648-1
S1 632-5 632-5 643-4 625-6
S2 618-7 618-7 640-4
S3 586-1 599-7 637-4
S4 553-3 567-1 628-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 670-4 637-6 32-6 5.1% 9-0 1.4% 27% False False 133,376
10 673-6 637-6 36-0 5.6% 9-7 1.5% 24% False False 144,770
20 673-6 631-6 42-0 6.5% 10-5 1.6% 35% False False 154,125
40 673-6 629-0 44-6 6.9% 9-5 1.5% 39% False False 118,667
60 673-6 599-2 74-4 11.5% 9-0 1.4% 63% False False 94,101
80 673-6 587-0 86-6 13.4% 9-1 1.4% 69% False False 77,492
100 681-0 587-0 94-0 14.5% 9-1 1.4% 63% False False 66,999
120 681-0 587-0 94-0 14.5% 9-1 1.4% 63% False False 58,267
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 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 687-1
2.618 673-2
1.618 664-6
1.000 659-4
0.618 656-2
HIGH 651-0
0.618 647-6
0.500 646-6
0.382 645-6
LOW 642-4
0.618 637-2
1.000 634-0
1.618 628-6
2.618 620-2
4.250 606-3
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 646-6 645-6
PP 646-5 645-1
S1 646-5 644-3

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

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