CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 637-4 648-0 10-4 1.6% 664-4
High 644-0 649-0 5-0 0.8% 667-4
Low 637-2 641-0 3-6 0.6% 637-2
Close 642-6 644-4 1-6 0.3% 644-4
Range 6-6 8-0 1-2 18.5% 30-2
ATR 9-6 9-5 -0-1 -1.3% 0-0
Volume 46,208 35,111 -11,097 -24.0% 243,821
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 668-7 664-5 648-7
R3 660-7 656-5 646-6
R2 652-7 652-7 646-0
R1 648-5 648-5 645-2 646-6
PP 644-7 644-7 644-7 643-7
S1 640-5 640-5 643-6 638-6
S2 636-7 636-7 643-0
S3 628-7 632-5 642-2
S4 620-7 624-5 640-1
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 740-4 722-6 661-1
R3 710-2 692-4 652-7
R2 680-0 680-0 650-0
R1 662-2 662-2 647-2 656-0
PP 649-6 649-6 649-6 646-5
S1 632-0 632-0 641-6 625-6
S2 619-4 619-4 639-0
S3 589-2 601-6 636-1
S4 559-0 571-4 627-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667-4 637-2 30-2 4.7% 8-0 1.2% 24% False False 48,764
10 671-0 637-2 33-6 5.2% 8-2 1.3% 21% False False 56,248
20 671-0 634-2 36-6 5.7% 8-5 1.3% 28% False False 58,810
40 671-0 633-4 37-4 5.8% 7-7 1.2% 29% False False 56,322
60 677-0 604-0 73-0 11.3% 7-6 1.2% 55% False False 52,201
80 677-0 594-2 82-6 12.8% 7-7 1.2% 61% False False 45,344
100 683-0 594-2 88-6 13.8% 8-0 1.2% 57% False False 40,729
120 683-0 594-2 88-6 13.8% 8-2 1.3% 57% False False 37,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 683-0
2.618 670-0
1.618 662-0
1.000 657-0
0.618 654-0
HIGH 649-0
0.618 646-0
0.500 645-0
0.382 644-0
LOW 641-0
0.618 636-0
1.000 633-0
1.618 628-0
2.618 620-0
4.250 607-0
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 645-0 644-0
PP 644-7 643-5
S1 644-5 643-1

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

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