CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 641-6 633-4 -8-2 -1.3% 666-4
High 642-4 634-0 -8-4 -1.3% 670-4
Low 630-4 619-4 -11-0 -1.7% 637-6
Close 630-6 620-2 -10-4 -1.7% 646-4
Range 12-0 14-4 2-4 20.8% 32-6
ATR 11-5 11-7 0-2 1.7% 0-0
Volume 153,303 188,116 34,813 22.7% 666,884
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 668-1 658-5 628-2
R3 653-5 644-1 624-2
R2 639-1 639-1 622-7
R1 629-5 629-5 621-5 627-1
PP 624-5 624-5 624-5 623-2
S1 615-1 615-1 618-7 612-5
S2 610-1 610-1 617-5
S3 595-5 600-5 616-2
S4 581-1 586-1 612-2
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
5 655-0 619-4 35-4 5.7% 12-0 1.9% 2% False True 150,157
10 673-6 619-4 54-2 8.7% 10-5 1.7% 1% False True 148,329
20 673-6 619-4 54-2 8.7% 11-3 1.8% 1% False True 154,208
40 673-6 619-4 54-2 8.7% 10-2 1.6% 1% False True 128,630
60 673-6 599-2 74-4 12.0% 9-3 1.5% 28% False False 101,646
80 673-6 587-0 86-6 14.0% 9-2 1.5% 38% False False 82,994
100 681-0 587-0 94-0 15.2% 9-1 1.5% 35% False False 71,727
120 681-0 587-0 94-0 15.2% 9-1 1.5% 35% False False 62,143
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 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 695-5
2.618 672-0
1.618 657-4
1.000 648-4
0.618 643-0
HIGH 634-0
0.618 628-4
0.500 626-6
0.382 625-0
LOW 619-4
0.618 610-4
1.000 605-0
1.618 596-0
2.618 581-4
4.250 557-7
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 626-6 637-2
PP 624-5 631-5
S1 622-3 625-7

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

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