CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 14-Mar-2012

Day Change Summary
	Previous	Current
	13-Mar-2012	14-Mar-2012	Change	Change %	Previous Week
Open	568-4	565-2	-3-2	-0.6%	572-4
High	568-4	566-0	-2-4	-0.4%	574-0
Low	564-6	561-0	-3-6	-0.7%	553-0
Close	567-4	564-0	-3-4	-0.6%	562-4
Range	3-6	5-0	1-2	33.3%	21-0
ATR	7-5	7-4	-0-1	-1.0%	0-0
Volume	32,728	42,123	9,395	28.7%	183,099

Daily Pivots for day following 14-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	578-5	576-3	566-6
R3	573-5	571-3	565-3
R2	568-5	568-5	564-7
R1	566-3	566-3	564-4	565-0
PP	563-5	563-5	563-5	563-0
S1	561-3	561-3	563-4	560-0
S2	558-5	558-5	563-1
S3	553-5	556-3	562-5
S4	548-5	551-3	561-2

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	568-4	553-0	15-4	2.7%	8-2	1.5%	71%	False	False	40,971
10	574-0	553-0	21-0	3.7%	7-0	1.2%	52%	False	False	37,561
20	574-0	550-0	24-0	4.3%	6-4	1.2%	58%	False	False	34,082

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	587-2
2.618	579-1
1.618	574-1
1.000	571-0
0.618	569-1
HIGH	566-0
0.618	564-1
0.500	563-4
0.382	562-7
LOW	561-0
0.618	557-7
1.000	556-0
1.618	552-7
2.618	547-7
4.250	539-6

Fisher Pivots for day following 14-Mar-2012
Pivot	1 day	3 day
R1	563-7	563-6
PP	563-5	563-5
S1	563-4	563-3

Download as Excel Spreadsheet

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

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