CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 652-0 652-0 0-0 0.0% 644-2
High 655-2 657-0 1-6 0.3% 651-2
Low 645-2 649-4 4-2 0.7% 603-0
Close 650-6 652-2 1-4 0.2% 643-2
Range 10-0 7-4 -2-4 -25.0% 48-2
ATR 12-2 11-7 -0-3 -2.8% 0-0
Volume 94,245 74,926 -19,319 -20.5% 445,863
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 675-3 671-3 656-3
R3 667-7 663-7 654-2
R2 660-3 660-3 653-5
R1 656-3 656-3 653-0 658-3
PP 652-7 652-7 652-7 654-0
S1 648-7 648-7 651-4 650-7
S2 645-3 645-3 650-7
S3 637-7 641-3 650-2
S4 630-3 633-7 648-1
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 777-2 758-4 669-6
R3 729-0 710-2 656-4
R2 680-6 680-6 652-1
R1 662-0 662-0 647-5 647-2
PP 632-4 632-4 632-4 625-1
S1 613-6 613-6 638-7 599-0
S2 584-2 584-2 634-3
S3 536-0 565-4 630-0
S4 487-6 517-2 616-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 658-4 622-4 36-0 5.5% 11-0 1.7% 83% False False 82,365
10 658-4 603-0 55-4 8.5% 12-0 1.8% 89% False False 75,626
20 671-0 603-0 68-0 10.4% 10-5 1.6% 72% False False 68,191
40 671-0 603-0 68-0 10.4% 9-3 1.4% 72% False False 63,518
60 671-0 603-0 68-0 10.4% 8-4 1.3% 72% False False 59,265
80 677-0 594-2 82-6 12.7% 8-2 1.3% 70% False False 51,159
100 677-0 594-2 82-6 12.7% 8-2 1.3% 70% False False 46,025
120 683-0 594-2 88-6 13.6% 8-3 1.3% 65% False False 41,707
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 3-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 688-7
2.618 676-5
1.618 669-1
1.000 664-4
0.618 661-5
HIGH 657-0
0.618 654-1
0.500 653-2
0.382 652-3
LOW 649-4
0.618 644-7
1.000 642-0
1.618 637-3
2.618 629-7
4.250 617-5
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 653-2 652-1
PP 652-7 652-0
S1 652-5 651-7

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

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