CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 641-0 657-0 16-0 2.5% 658-4
High 655-0 659-2 4-2 0.6% 665-0
Low 640-4 654-0 13-4 2.1% 634-2
Close 654-0 658-0 4-0 0.6% 644-0
Range 14-4 5-2 -9-2 -63.8% 30-6
ATR 10-2 9-7 -0-3 -3.5% 0-0
Volume 69,109 68,560 -549 -0.8% 327,178
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 672-7 670-5 660-7
R3 667-5 665-3 659-4
R2 662-3 662-3 659-0
R1 660-1 660-1 658-4 661-2
PP 657-1 657-1 657-1 657-5
S1 654-7 654-7 657-4 656-0
S2 651-7 651-7 657-0
S3 646-5 649-5 656-4
S4 641-3 644-3 655-1
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
5 659-2 634-2 25-0 3.8% 12-2 1.9% 95% True False 69,036
10 665-0 634-2 30-6 4.7% 9-2 1.4% 77% False False 63,968
20 665-0 633-4 31-4 4.8% 8-2 1.3% 78% False False 59,557
40 665-0 604-0 61-0 9.3% 8-0 1.2% 89% False False 56,206
60 677-0 594-2 82-6 12.6% 7-5 1.2% 77% False False 48,097
80 677-0 594-2 82-6 12.6% 7-7 1.2% 77% False False 42,234
100 683-0 594-2 88-6 13.5% 8-1 1.2% 72% False False 37,918
120 713-0 594-2 118-6 18.0% 8-4 1.3% 54% False False 34,692
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 1-3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 681-4
2.618 673-0
1.618 667-6
1.000 664-4
0.618 662-4
HIGH 659-2
0.618 657-2
0.500 656-5
0.382 656-0
LOW 654-0
0.618 650-6
1.000 648-6
1.618 645-4
2.618 640-2
4.250 631-6
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 657-4 654-3
PP 657-1 650-6
S1 656-5 647-1

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

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