CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 586-0 580-0 -6-0 -1.0% 599-4
High 586-0 587-4 1-4 0.3% 604-2
Low 578-4 576-4 -2-0 -0.3% 578-0
Close 582-2 576-4 -5-6 -1.0% 582-2
Range 7-4 11-0 3-4 46.7% 26-2
ATR 7-5 7-7 0-2 3.1% 0-0
Volume 22,246 15,351 -6,895 -31.0% 100,756
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 613-1 605-7 582-4
R3 602-1 594-7 579-4
R2 591-1 591-1 578-4
R1 583-7 583-7 577-4 582-0
PP 580-1 580-1 580-1 579-2
S1 572-7 572-7 575-4 571-0
S2 569-1 569-1 574-4
S3 558-1 561-7 573-4
S4 547-1 550-7 570-4
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
5 595-0 576-4 18-4 3.2% 7-2 1.2% 0% False True 18,842
10 607-0 576-4 30-4 5.3% 5-7 1.0% 0% False True 20,950
20 609-0 576-4 32-4 5.6% 6-4 1.1% 0% False True 19,607
40 609-0 576-4 32-4 5.6% 6-1 1.1% 0% False True 14,940
60 618-0 569-6 48-2 8.4% 5-3 0.9% 14% False False 12,268
80 618-0 564-2 53-6 9.3% 4-5 0.8% 23% False False 9,795
100 636-2 557-4 78-6 13.7% 4-5 0.8% 24% False False 8,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 634-2
2.618 616-2
1.618 605-2
1.000 598-4
0.618 594-2
HIGH 587-4
0.618 583-2
0.500 582-0
0.382 580-6
LOW 576-4
0.618 569-6
1.000 565-4
1.618 558-6
2.618 547-6
4.250 529-6
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 582-0 582-0
PP 580-1 580-1
S1 578-3 578-3

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

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