CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 577-0 573-0 -4-0 -0.7% 599-4
High 578-6 573-6 -5-0 -0.9% 604-2
Low 573-0 561-4 -11-4 -2.0% 578-0
Close 574-4 561-6 -12-6 -2.2% 582-2
Range 5-6 12-2 6-4 113.0% 26-2
ATR 7-6 8-1 0-3 4.9% 0-0
Volume 15,920 17,645 1,725 10.8% 100,756
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 602-3 594-3 568-4
R3 590-1 582-1 565-1
R2 577-7 577-7 564-0
R1 569-7 569-7 562-7 567-6
PP 565-5 565-5 565-5 564-5
S1 557-5 557-5 560-5 555-4
S2 553-3 553-3 559-4
S3 541-1 545-3 558-3
S4 528-7 533-1 555-0
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
5 587-4 561-4 26-0 4.6% 8-2 1.5% 1% False True 18,091
10 607-0 561-4 45-4 8.1% 6-5 1.2% 1% False True 19,597
20 609-0 561-4 47-4 8.5% 7-0 1.2% 1% False True 20,303
40 609-0 561-4 47-4 8.5% 6-3 1.1% 1% False True 15,498
60 618-0 561-4 56-4 10.1% 5-5 1.0% 0% False True 12,726
80 618-0 561-4 56-4 10.1% 4-6 0.9% 0% False True 10,163
100 636-2 557-4 78-6 14.0% 4-6 0.8% 5% False False 8,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 625-6
2.618 605-7
1.618 593-5
1.000 586-0
0.618 581-3
HIGH 573-6
0.618 569-1
0.500 567-5
0.382 566-1
LOW 561-4
0.618 553-7
1.000 549-2
1.618 541-5
2.618 529-3
4.250 509-4
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 567-5 574-4
PP 565-5 570-2
S1 563-6 566-0

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

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