CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	554-2	558-2	4-0	0.7%	572-4
High	567-2	568-0	0-6	0.1%	574-0
Low	553-0	558-2	5-2	0.9%	553-0
Close	562-4	568-4	6-0	1.1%	562-4
Range	14-2	9-6	-4-4	-31.6%	21-0
ATR	7-6	7-7	0-1	1.9%	0-0
Volume	36,698	52,050	15,352	41.8%	183,099

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	594-1	591-1	573-7
R3	584-3	581-3	571-1
R2	574-5	574-5	570-2
R1	571-5	571-5	569-3	573-1
PP	564-7	564-7	564-7	565-6
S1	561-7	561-7	567-5	563-3
S2	555-1	555-1	566-6
S3	545-3	552-1	565-7
S4	535-5	542-3	563-1

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	626-1	615-3	574-0
R3	605-1	594-3	568-2
R2	584-1	584-1	566-3
R1	573-3	573-3	564-3	568-2
PP	563-1	563-1	563-1	560-5
S1	552-3	552-3	560-5	547-2
S2	542-1	542-1	558-5
S3	521-1	531-3	556-6
S4	500-1	510-3	551-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	568-0	553-0	15-0	2.6%	9-4	1.7%	103%	True	False	40,048
10	574-0	553-0	21-0	3.7%	7-2	1.3%	74%	False	False	37,023
20	574-0	550-0	24-0	4.2%	6-4	1.2%	77%	False	False	33,046

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	0-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	609-4
2.618	593-4
1.618	583-6
1.000	577-6
0.618	574-0
HIGH	568-0
0.618	564-2
0.500	563-1
0.382	562-0
LOW	558-2
0.618	552-2
1.000	548-4
1.618	542-4
2.618	532-6
4.250	516-6

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	566-6	565-7
PP	564-7	563-1
S1	563-1	560-4

Download as Excel Spreadsheet

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

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