CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 651-4 644-4 -7-0 -1.1% 641-0
High 653-4 648-2 -5-2 -0.8% 671-0
Low 643-2 641-0 -2-2 -0.3% 640-4
Close 646-0 641-2 -4-6 -0.7% 670-2
Range 10-2 7-2 -3-0 -29.3% 30-4
ATR 10-2 10-0 -0-2 -2.1% 0-0
Volume 62,926 52,045 -10,881 -17.3% 318,665
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 665-2 660-4 645-2
R3 658-0 653-2 643-2
R2 650-6 650-6 642-5
R1 646-0 646-0 641-7 644-6
PP 643-4 643-4 643-4 642-7
S1 638-6 638-6 640-5 637-4
S2 636-2 636-2 639-7
S3 629-0 631-4 639-2
S4 621-6 624-2 637-2
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
5 671-0 641-0 30-0 4.7% 8-0 1.2% 1% False True 55,099
10 671-0 634-2 36-6 5.7% 9-4 1.5% 19% False False 62,386
20 671-0 634-2 36-6 5.7% 8-3 1.3% 19% False False 60,586
40 671-0 633-4 37-4 5.8% 8-0 1.2% 21% False False 57,267
60 677-0 604-0 73-0 11.4% 7-6 1.2% 51% False False 51,508
80 677-0 594-2 82-6 12.9% 7-6 1.2% 57% False False 44,819
100 683-0 594-2 88-6 13.8% 8-1 1.3% 53% False False 40,210
120 683-0 594-2 88-6 13.8% 8-3 1.3% 53% False False 36,920
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 1-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 679-0
2.618 667-2
1.618 660-0
1.000 655-4
0.618 652-6
HIGH 648-2
0.618 645-4
0.500 644-5
0.382 643-6
LOW 641-0
0.618 636-4
1.000 633-6
1.618 629-2
2.618 622-0
4.250 610-2
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 644-5 654-2
PP 643-4 649-7
S1 642-3 645-5

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

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