CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 571-4 565-0 -6-4 -1.1% 580-0
High 574-2 566-0 -8-2 -1.4% 587-4
Low 568-4 562-0 -6-4 -1.1% 543-4
Close 568-4 564-6 -3-6 -0.7% 563-2
Range 5-6 4-0 -1-6 -30.4% 44-0
ATR 9-5 9-3 -0-2 -2.3% 0-0
Volume 34,207 22,592 -11,615 -34.0% 95,633
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 576-2 574-4 567-0
R3 572-2 570-4 565-7
R2 568-2 568-2 565-4
R1 566-4 566-4 565-1 565-3
PP 564-2 564-2 564-2 563-6
S1 562-4 562-4 564-3 561-3
S2 560-2 560-2 564-0
S3 556-2 558-4 563-5
S4 552-2 554-4 562-4
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
5 574-2 543-4 30-6 5.4% 10-1 1.8% 69% False False 28,680
10 587-4 543-4 44-0 7.8% 9-1 1.6% 48% False False 23,385
20 607-0 543-4 63-4 11.2% 8-1 1.4% 33% False False 23,292
40 609-0 543-4 65-4 11.6% 7-1 1.3% 32% False False 18,019
60 613-0 543-4 69-4 12.3% 6-1 1.1% 31% False False 14,750
80 618-0 543-4 74-4 13.2% 5-3 0.9% 29% False False 11,815
100 626-0 543-4 82-4 14.6% 5-1 0.9% 26% False False 9,875
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-2
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 583-0
2.618 576-4
1.618 572-4
1.000 570-0
0.618 568-4
HIGH 566-0
0.618 564-4
0.500 564-0
0.382 563-4
LOW 562-0
0.618 559-4
1.000 558-0
1.618 555-4
2.618 551-4
4.250 545-0
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 564-4 567-1
PP 564-2 566-3
S1 564-0 565-4

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

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