CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 580-0 586-0 6-0 1.0% 599-4
High 582-4 586-0 3-4 0.6% 604-2
Low 578-0 578-4 0-4 0.1% 578-0
Close 582-4 582-2 -0-2 0.0% 582-2
Range 4-4 7-4 3-0 66.7% 26-2
ATR 7-5 7-5 0-0 -0.1% 0-0
Volume 19,293 22,246 2,953 15.3% 100,756
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 604-6 601-0 586-3
R3 597-2 593-4 584-2
R2 589-6 589-6 583-5
R1 586-0 586-0 583-0 584-1
PP 582-2 582-2 582-2 581-2
S1 578-4 578-4 581-4 576-5
S2 574-6 574-6 580-7
S3 567-2 571-0 580-2
S4 559-6 563-4 578-1
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 666-7 650-7 596-6
R3 640-5 624-5 589-4
R2 614-3 614-3 587-0
R1 598-3 598-3 584-5 593-2
PP 588-1 588-1 588-1 585-5
S1 572-1 572-1 579-7 567-0
S2 561-7 561-7 577-4
S3 535-5 545-7 575-0
S4 509-3 519-5 567-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 604-2 578-0 26-2 4.5% 6-0 1.0% 16% False False 20,151
10 607-0 578-0 29-0 5.0% 5-7 1.0% 15% False False 21,935
20 609-0 578-0 31-0 5.3% 6-1 1.1% 14% False False 19,481
40 609-0 578-0 31-0 5.3% 5-7 1.0% 14% False False 14,821
60 618-0 569-6 48-2 8.3% 5-2 0.9% 26% False False 12,070
80 618-0 564-2 53-6 9.2% 4-5 0.8% 33% False False 9,621
100 636-2 557-4 78-6 13.5% 4-4 0.8% 31% False False 8,097
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 617-7
2.618 605-5
1.618 598-1
1.000 593-4
0.618 590-5
HIGH 586-0
0.618 583-1
0.500 582-2
0.382 581-3
LOW 578-4
0.618 573-7
1.000 571-0
1.618 566-3
2.618 558-7
4.250 546-5
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 582-2 583-5
PP 582-2 583-1
S1 582-2 582-6

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

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