CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 560-0 566-0 6-0 1.1% 580-0
High 567-4 571-6 4-2 0.7% 587-4
Low 555-0 560-0 5-0 0.9% 543-4
Close 563-2 571-0 7-6 1.4% 563-2
Range 12-4 11-6 -0-6 -6.0% 44-0
ATR 9-6 9-7 0-1 1.5% 0-0
Volume 24,723 39,886 15,163 61.3% 95,633
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 602-7 598-5 577-4
R3 591-1 586-7 574-2
R2 579-3 579-3 573-1
R1 575-1 575-1 572-1 577-2
PP 567-5 567-5 567-5 568-5
S1 563-3 563-3 569-7 565-4
S2 555-7 555-7 568-7
S3 544-1 551-5 567-6
S4 532-3 539-7 564-4
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 696-6 674-0 587-4
R3 652-6 630-0 575-3
R2 608-6 608-6 571-3
R1 586-0 586-0 567-2 575-3
PP 564-6 564-6 564-6 559-4
S1 542-0 542-0 559-2 531-3
S2 520-6 520-6 555-1
S3 476-6 498-0 551-1
S4 432-6 454-0 539-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 578-6 543-4 35-2 6.2% 11-6 2.1% 78% False False 24,033
10 595-0 543-4 51-4 9.0% 9-4 1.7% 53% False False 21,438
20 607-0 543-4 63-4 11.1% 8-2 1.4% 43% False False 22,116
40 609-0 543-4 65-4 11.5% 7-1 1.2% 42% False False 17,020
60 615-4 543-4 72-0 12.6% 6-1 1.1% 38% False False 13,940
80 618-0 543-4 74-4 13.0% 5-2 0.9% 37% False False 11,186
100 636-2 543-4 92-6 16.2% 5-0 0.9% 30% False False 9,343
Crabel Price Patterns
NR True
NR4 True
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 1-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 621-6
2.618 602-4
1.618 590-6
1.000 583-4
0.618 579-0
HIGH 571-6
0.618 567-2
0.500 565-7
0.382 564-4
LOW 560-0
0.618 552-6
1.000 548-2
1.618 541-0
2.618 529-2
4.250 510-0
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 569-2 566-4
PP 567-5 562-1
S1 565-7 557-5

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

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