CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 573-0 559-6 -13-2 -2.3% 599-4
High 573-6 560-0 -13-6 -2.4% 604-2
Low 561-4 543-4 -18-0 -3.2% 578-0
Close 561-6 545-6 -16-0 -2.8% 582-2
Range 12-2 16-4 4-2 34.7% 26-2
ATR 8-1 8-7 0-6 8.9% 0-0
Volume 17,645 21,994 4,349 24.6% 100,756
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 599-2 589-0 554-7
R3 582-6 572-4 550-2
R2 566-2 566-2 548-6
R1 556-0 556-0 547-2 552-7
PP 549-6 549-6 549-6 548-2
S1 539-4 539-4 544-2 536-3
S2 533-2 533-2 542-6
S3 516-6 523-0 541-2
S4 500-2 506-4 536-5
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
5 587-4 543-4 44-0 8.1% 10-5 1.9% 5% False True 18,631
10 607-0 543-4 63-4 11.6% 8-0 1.5% 4% False True 19,969
20 609-0 543-4 65-4 12.0% 7-5 1.4% 3% False True 20,793
40 609-0 543-4 65-4 12.0% 6-6 1.2% 3% False True 15,919
60 617-6 543-4 74-2 13.6% 5-7 1.1% 3% False True 13,038
80 618-0 543-4 74-4 13.7% 4-7 0.9% 3% False True 10,421
100 636-2 543-4 92-6 17.0% 4-7 0.9% 2% False True 8,730
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 107 trading days
Fibonacci Retracements and Extensions
4.250 630-1
2.618 603-2
1.618 586-6
1.000 576-4
0.618 570-2
HIGH 560-0
0.618 553-6
0.500 551-6
0.382 549-6
LOW 543-4
0.618 533-2
1.000 527-0
1.618 516-6
2.618 500-2
4.250 473-3
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 551-6 561-1
PP 549-6 556-0
S1 547-6 550-7

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

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