CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 594-2 587-0 -7-2 -1.2% 605-0
High 594-4 600-0 5-4 0.9% 609-0
Low 586-2 585-0 -1-2 -0.2% 585-0
Close 590-0 596-0 6-0 1.0% 596-0
Range 8-2 15-0 6-6 81.8% 24-0
ATR 7-4 8-1 0-4 7.0% 0-0
Volume 24,800 29,365 4,565 18.4% 111,484
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 638-5 632-3 604-2
R3 623-5 617-3 600-1
R2 608-5 608-5 598-6
R1 602-3 602-3 597-3 605-4
PP 593-5 593-5 593-5 595-2
S1 587-3 587-3 594-5 590-4
S2 578-5 578-5 593-2
S3 563-5 572-3 591-7
S4 548-5 557-3 587-6
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 668-5 656-3 609-2
R3 644-5 632-3 602-5
R2 620-5 620-5 600-3
R1 608-3 608-3 598-2 602-4
PP 596-5 596-5 596-5 593-6
S1 584-3 584-3 593-6 578-4
S2 572-5 572-5 591-5
S3 548-5 560-3 589-3
S4 524-5 536-3 582-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 609-0 585-0 24-0 4.0% 7-7 1.3% 46% False True 22,296
10 609-0 584-4 24-4 4.1% 6-4 1.1% 47% False False 17,027
20 609-0 580-0 29-0 4.9% 6-2 1.1% 55% False False 13,998
40 609-0 569-6 39-2 6.6% 5-5 0.9% 67% False False 11,512
60 618-0 564-2 53-6 9.0% 4-4 0.8% 59% False False 8,781
80 618-0 557-4 60-4 10.2% 4-4 0.8% 64% False False 7,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 663-6
2.618 639-2
1.618 624-2
1.000 615-0
0.618 609-2
HIGH 600-0
0.618 594-2
0.500 592-4
0.382 590-6
LOW 585-0
0.618 575-6
1.000 570-0
1.618 560-6
2.618 545-6
4.250 521-2
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 594-7 594-7
PP 593-5 593-5
S1 592-4 592-4

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

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