CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 602-4 604-0 1-4 0.2% 592-0
High 606-0 607-0 1-0 0.2% 607-0
Low 602-4 602-4 0-0 0.0% 591-6
Close 606-0 605-2 -0-6 -0.1% 605-2
Range 3-4 4-4 1-0 28.6% 15-2
ATR 7-5 7-3 -0-2 -2.9% 0-0
Volume 18,273 28,027 9,754 53.4% 118,603
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 618-3 616-3 607-6
R3 613-7 611-7 606-4
R2 609-3 609-3 606-1
R1 607-3 607-3 605-5 608-3
PP 604-7 604-7 604-7 605-4
S1 602-7 602-7 604-7 603-7
S2 600-3 600-3 604-3
S3 595-7 598-3 604-0
S4 591-3 593-7 602-6
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 647-1 641-3 613-5
R3 631-7 626-1 609-4
R2 616-5 616-5 608-0
R1 610-7 610-7 606-5 613-6
PP 601-3 601-3 601-3 602-6
S1 595-5 595-5 603-7 598-4
S2 586-1 586-1 602-4
S3 570-7 580-3 601-0
S4 555-5 565-1 596-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 607-0 591-6 15-2 2.5% 5-6 1.0% 89% True False 23,720
10 609-0 585-0 24-0 4.0% 6-7 1.1% 84% False False 23,008
20 609-0 580-0 29-0 4.8% 6-1 1.0% 87% False False 17,196
40 609-0 573-0 36-0 5.9% 5-5 0.9% 90% False False 13,289
60 618-0 569-6 48-2 8.0% 4-7 0.8% 74% False False 10,573
80 618-0 557-4 60-4 10.0% 4-4 0.7% 79% False False 8,474
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 626-1
2.618 618-6
1.618 614-2
1.000 611-4
0.618 609-6
HIGH 607-0
0.618 605-2
0.500 604-6
0.382 604-2
LOW 602-4
0.618 599-6
1.000 598-0
1.618 595-2
2.618 590-6
4.250 583-3
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 605-1 604-4
PP 604-7 603-7
S1 604-6 603-1

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

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