CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 644-0 637-0 -7-0 -1.1% 658-4
High 644-4 652-0 7-4 1.2% 665-0
Low 634-2 635-0 0-6 0.1% 634-2
Close 637-0 644-0 7-0 1.1% 644-0
Range 10-2 17-0 6-6 65.9% 30-6
ATR 9-3 9-7 0-4 5.9% 0-0
Volume 62,506 80,193 17,687 28.3% 327,178
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 694-5 686-3 653-3
R3 677-5 669-3 648-5
R2 660-5 660-5 647-1
R1 652-3 652-3 645-4 656-4
PP 643-5 643-5 643-5 645-6
S1 635-3 635-3 642-4 639-4
S2 626-5 626-5 640-7
S3 609-5 618-3 639-3
S4 592-5 601-3 634-5
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 740-0 722-6 660-7
R3 709-2 692-0 652-4
R2 678-4 678-4 649-5
R1 661-2 661-2 646-7 654-4
PP 647-6 647-6 647-6 644-3
S1 630-4 630-4 641-1 623-6
S2 617-0 617-0 638-3
S3 586-2 599-6 635-4
S4 555-4 569-0 627-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665-0 634-2 30-6 4.8% 11-2 1.7% 32% False False 65,435
10 665-0 634-2 30-6 4.8% 9-0 1.4% 32% False False 61,372
20 665-0 633-4 31-4 4.9% 8-0 1.2% 33% False False 58,377
40 665-0 604-0 61-0 9.5% 7-7 1.2% 66% False False 55,777
60 677-0 594-2 82-6 12.8% 7-5 1.2% 60% False False 46,381
80 677-0 594-2 82-6 12.8% 7-6 1.2% 60% False False 41,095
100 683-0 594-2 88-6 13.8% 8-1 1.3% 56% False False 37,015
120 725-4 594-2 131-2 20.4% 8-4 1.3% 38% False False 33,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 724-2
2.618 696-4
1.618 679-4
1.000 669-0
0.618 662-4
HIGH 652-0
0.618 645-4
0.500 643-4
0.382 641-4
LOW 635-0
0.618 624-4
1.000 618-0
1.618 607-4
2.618 590-4
4.250 562-6
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 643-7 644-0
PP 643-5 643-7
S1 643-4 643-7

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

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