CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 580-0 577-0 -3-0 -0.5% 599-4
High 587-4 578-6 -8-6 -1.5% 604-2
Low 576-4 573-0 -3-4 -0.6% 578-0
Close 576-4 574-4 -2-0 -0.3% 582-2
Range 11-0 5-6 -5-2 -47.7% 26-2
ATR 7-7 7-6 -0-1 -1.9% 0-0
Volume 15,351 15,920 569 3.7% 100,756
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 592-5 589-3 577-5
R3 586-7 583-5 576-1
R2 581-1 581-1 575-4
R1 577-7 577-7 575-0 576-5
PP 575-3 575-3 575-3 574-6
S1 572-1 572-1 574-0 570-7
S2 569-5 569-5 573-4
S3 563-7 566-3 572-7
S4 558-1 560-5 571-3
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
5 589-2 573-0 16-2 2.8% 6-7 1.2% 9% False True 18,325
10 607-0 573-0 34-0 5.9% 6-0 1.0% 4% False True 20,468
20 609-0 573-0 36-0 6.3% 6-4 1.1% 4% False True 19,904
40 609-0 573-0 36-0 6.3% 6-2 1.1% 4% False True 15,167
60 618-0 569-6 48-2 8.4% 5-3 0.9% 10% False False 12,486
80 618-0 564-2 53-6 9.4% 4-5 0.8% 19% False False 9,968
100 636-2 557-4 78-6 13.7% 4-5 0.8% 22% False False 8,375
Crabel Price Patterns
NR True
NR4 False
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 0-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 603-2
2.618 593-6
1.618 588-0
1.000 584-4
0.618 582-2
HIGH 578-6
0.618 576-4
0.500 575-7
0.382 575-2
LOW 573-0
0.618 569-4
1.000 567-2
1.618 563-6
2.618 558-0
4.250 548-4
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 575-7 580-2
PP 575-3 578-3
S1 575-0 576-3

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

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