CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 601-6 602-4 0-6 0.1% 605-0
High 604-4 606-0 1-4 0.2% 609-0
Low 599-2 602-4 3-2 0.5% 585-0
Close 601-2 606-0 4-6 0.8% 596-0
Range 5-2 3-4 -1-6 -33.3% 24-0
ATR 7-7 7-5 -0-2 -2.8% 0-0
Volume 26,358 18,273 -8,085 -30.7% 111,484
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 615-3 614-1 607-7
R3 611-7 610-5 607-0
R2 608-3 608-3 606-5
R1 607-1 607-1 606-3 607-6
PP 604-7 604-7 604-7 605-1
S1 603-5 603-5 605-5 604-2
S2 601-3 601-3 605-3
S3 597-7 600-1 605-0
S4 594-3 596-5 604-1
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
5 606-0 585-0 21-0 3.5% 7-7 1.3% 100% True False 23,988
10 609-0 585-0 24-0 4.0% 7-2 1.2% 88% False False 21,617
20 609-0 580-0 29-0 4.8% 6-2 1.0% 90% False False 16,281
40 609-0 572-6 36-2 6.0% 5-6 0.9% 92% False False 12,718
60 618-0 569-6 48-2 8.0% 4-7 0.8% 75% False False 10,140
80 618-0 557-4 60-4 10.0% 4-4 0.7% 80% False False 8,160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 620-7
2.618 615-1
1.618 611-5
1.000 609-4
0.618 608-1
HIGH 606-0
0.618 604-5
0.500 604-2
0.382 603-7
LOW 602-4
0.618 600-3
1.000 599-0
1.618 596-7
2.618 593-3
4.250 587-5
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 605-3 604-7
PP 604-7 603-6
S1 604-2 602-5

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

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