CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 659-0 665-4 6-4 1.0% 641-0
High 667-0 671-0 4-0 0.6% 671-0
Low 659-0 664-2 5-2 0.8% 640-4
Close 667-0 670-2 3-2 0.5% 670-2
Range 8-0 6-6 -1-2 -15.6% 30-4
ATR 9-6 9-4 -0-2 -2.2% 0-0
Volume 65,089 47,905 -17,184 -26.4% 318,665
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 688-6 686-2 674-0
R3 682-0 679-4 672-1
R2 675-2 675-2 671-4
R1 672-6 672-6 670-7 674-0
PP 668-4 668-4 668-4 669-1
S1 666-0 666-0 669-5 667-2
S2 661-6 661-6 669-0
S3 655-0 659-2 668-3
S4 648-2 652-4 666-4
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 752-1 741-5 687-0
R3 721-5 711-1 678-5
R2 691-1 691-1 675-7
R1 680-5 680-5 673-0 685-7
PP 660-5 660-5 660-5 663-2
S1 650-1 650-1 667-4 655-3
S2 630-1 630-1 664-5
S3 599-5 619-5 661-7
S4 569-1 589-1 653-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 671-0 640-4 30-4 4.6% 8-4 1.3% 98% True False 63,733
10 671-0 634-2 36-6 5.5% 9-7 1.5% 98% True False 64,584
20 671-0 634-2 36-6 5.5% 8-1 1.2% 98% True False 60,330
40 671-0 614-2 56-6 8.5% 8-1 1.2% 99% True False 57,255
60 677-0 604-0 73-0 10.9% 7-6 1.2% 91% False False 49,941
80 677-0 594-2 82-6 12.3% 7-6 1.1% 92% False False 43,661
100 683-0 594-2 88-6 13.2% 8-1 1.2% 86% False False 39,073
120 689-6 594-2 95-4 14.2% 8-3 1.2% 80% False False 35,917
Crabel Price Patterns
NR True
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 1-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 699-6
2.618 688-5
1.618 681-7
1.000 677-6
0.618 675-1
HIGH 671-0
0.618 668-3
0.500 667-5
0.382 666-7
LOW 664-2
0.618 660-1
1.000 657-4
1.618 653-3
2.618 646-5
4.250 635-4
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 669-3 667-3
PP 668-4 664-4
S1 667-5 661-5

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

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