CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 657-0 658-4 1-4 0.2% 647-2
High 666-0 662-4 -3-4 -0.5% 655-0
Low 651-6 651-4 -0-2 0.0% 603-2
Close 658-2 656-6 -1-4 -0.2% 644-0
Range 14-2 11-0 -3-2 -22.8% 51-6
ATR 14-3 14-1 -0-2 -1.7% 0-0
Volume 184,758 155,250 -29,508 -16.0% 950,110
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 689-7 684-3 662-6
R3 678-7 673-3 659-6
R2 667-7 667-7 658-6
R1 662-3 662-3 657-6 659-5
PP 656-7 656-7 656-7 655-4
S1 651-3 651-3 655-6 648-5
S2 645-7 645-7 654-6
S3 634-7 640-3 653-6
S4 623-7 629-3 650-6
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 789-3 768-3 672-4
R3 737-5 716-5 658-2
R2 685-7 685-7 653-4
R1 664-7 664-7 648-6 649-4
PP 634-1 634-1 634-1 626-3
S1 613-1 613-1 639-2 597-6
S2 582-3 582-3 634-4
S3 530-5 561-3 629-6
S4 478-7 509-5 615-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 666-0 603-2 62-6 9.6% 14-6 2.3% 85% False False 154,066
10 666-0 603-2 62-6 9.6% 13-3 2.0% 85% False False 152,111
20 673-6 603-2 70-4 10.7% 12-4 1.9% 76% False False 153,996
40 673-6 603-2 70-4 10.7% 11-2 1.7% 76% False False 140,566
60 673-6 599-2 74-4 11.3% 10-1 1.5% 77% False False 110,973
80 673-6 587-0 86-6 13.2% 9-4 1.4% 80% False False 90,678
100 673-6 587-0 86-6 13.2% 9-4 1.4% 80% False False 78,232
120 681-0 587-0 94-0 14.3% 9-2 1.4% 74% False False 67,969
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3-0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 709-2
2.618 691-2
1.618 680-2
1.000 673-4
0.618 669-2
HIGH 662-4
0.618 658-2
0.500 657-0
0.382 655-6
LOW 651-4
0.618 644-6
1.000 640-4
1.618 633-6
2.618 622-6
4.250 604-6
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 657-0 656-5
PP 656-7 656-5
S1 656-7 656-4

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

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