CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 604-0 599-4 -4-4 -0.7% 592-0
High 607-0 604-2 -2-6 -0.5% 607-0
Low 602-4 599-4 -3-0 -0.5% 591-6
Close 605-2 601-0 -4-2 -0.7% 605-2
Range 4-4 4-6 0-2 5.6% 15-2
ATR 7-3 7-2 -0-1 -1.6% 0-0
Volume 28,027 21,893 -6,134 -21.9% 118,603
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 615-7 613-1 603-5
R3 611-1 608-3 602-2
R2 606-3 606-3 601-7
R1 603-5 603-5 601-3 605-0
PP 601-5 601-5 601-5 602-2
S1 598-7 598-7 600-5 600-2
S2 596-7 596-7 600-1
S3 592-1 594-1 599-6
S4 587-3 589-3 598-3
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
5 607-0 599-2 7-6 1.3% 4-5 0.8% 23% False False 23,058
10 607-0 585-0 22-0 3.7% 6-7 1.2% 73% False False 22,795
20 609-0 580-0 29-0 4.8% 6-2 1.0% 72% False False 17,836
40 609-0 574-2 34-6 5.8% 5-6 1.0% 77% False False 13,726
60 618-0 569-6 48-2 8.0% 5-0 0.8% 65% False False 10,908
80 618-0 557-4 60-4 10.1% 4-4 0.8% 72% False False 8,726
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 624-4
2.618 616-5
1.618 611-7
1.000 609-0
0.618 607-1
HIGH 604-2
0.618 602-3
0.500 601-7
0.382 601-3
LOW 599-4
0.618 596-5
1.000 594-6
1.618 591-7
2.618 587-1
4.250 579-2
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 601-7 603-2
PP 601-5 602-4
S1 601-2 601-6

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

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