CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 589-2 580-0 -9-2 -1.6% 592-0
High 589-2 582-4 -6-6 -1.1% 607-0
Low 583-6 578-0 -5-6 -1.0% 591-6
Close 585-0 582-4 -2-4 -0.4% 605-2
Range 5-4 4-4 -1-0 -18.2% 15-2
ATR 7-6 7-5 0-0 -0.6% 0-0
Volume 18,818 19,293 475 2.5% 118,603
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 594-4 593-0 585-0
R3 590-0 588-4 583-6
R2 585-4 585-4 583-3
R1 584-0 584-0 582-7 584-6
PP 581-0 581-0 581-0 581-3
S1 579-4 579-4 582-1 580-2
S2 576-4 576-4 581-5
S3 572-0 575-0 581-2
S4 567-4 570-4 580-0
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
5 607-0 578-0 29-0 5.0% 5-3 0.9% 16% False True 21,307
10 607-0 578-0 29-0 5.0% 6-5 1.1% 16% False True 22,647
20 609-0 578-0 31-0 5.3% 6-2 1.1% 15% False True 18,948
40 609-0 578-0 31-0 5.3% 5-6 1.0% 15% False True 14,457
60 618-0 569-6 48-2 8.3% 5-2 0.9% 26% False False 11,713
80 618-0 564-0 54-0 9.3% 4-4 0.8% 34% False False 9,356
100 636-2 557-4 78-6 13.5% 4-3 0.8% 32% False False 7,894
Crabel Price Patterns
NR True
NR4 True
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 0-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 601-5
2.618 594-2
1.618 589-6
1.000 587-0
0.618 585-2
HIGH 582-4
0.618 580-6
0.500 580-2
0.382 579-6
LOW 578-0
0.618 575-2
1.000 573-4
1.618 570-6
2.618 566-2
4.250 558-7
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 581-6 586-4
PP 581-0 585-1
S1 580-2 583-7

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

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