CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 657-4 659-0 1-4 0.2% 658-4
High 660-2 667-0 6-6 1.0% 665-0
Low 652-2 659-0 6-6 1.0% 634-2
Close 656-6 667-0 10-2 1.6% 644-0
Range 8-0 8-0 0-0 0.0% 30-6
ATR 9-6 9-6 0-0 0.4% 0-0
Volume 68,002 65,089 -2,913 -4.3% 327,178
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 688-3 685-5 671-3
R3 680-3 677-5 669-2
R2 672-3 672-3 668-4
R1 669-5 669-5 667-6 671-0
PP 664-3 664-3 664-3 665-0
S1 661-5 661-5 666-2 663-0
S2 656-3 656-3 665-4
S3 648-3 653-5 664-6
S4 640-3 645-5 662-5
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
5 667-0 635-0 32-0 4.8% 10-4 1.6% 100% True False 70,190
10 667-0 634-2 32-6 4.9% 9-7 1.5% 100% True False 65,689
20 667-0 633-4 33-4 5.0% 8-2 1.2% 100% True False 59,967
40 667-0 609-4 57-4 8.6% 8-1 1.2% 100% True False 57,275
60 677-0 604-0 73-0 10.9% 7-6 1.2% 86% False False 49,555
80 677-0 594-2 82-6 12.4% 7-6 1.2% 88% False False 43,391
100 683-0 594-2 88-6 13.3% 8-1 1.2% 82% False False 38,754
120 689-6 594-2 95-4 14.3% 8-3 1.3% 76% False False 35,659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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
Fibonacci Retracements and Extensions
4.250 701-0
2.618 688-0
1.618 680-0
1.000 675-0
0.618 672-0
HIGH 667-0
0.618 664-0
0.500 663-0
0.382 662-0
LOW 659-0
0.618 654-0
1.000 651-0
1.618 646-0
2.618 638-0
4.250 625-0
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 665-5 664-4
PP 664-3 662-1
S1 663-0 659-5

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

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