CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	565-2	566-4	1-2	0.2%	572-4
High	566-0	572-2	6-2	1.1%	574-0
Low	561-0	566-4	5-4	1.0%	553-0
Close	564-0	572-2	8-2	1.5%	562-4
Range	5-0	5-6	0-6	15.0%	21-0
ATR	7-4	7-4	0-0	0.7%	0-0
Volume	42,123	38,599	-3,524	-8.4%	183,099

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	587-5	585-5	575-3
R3	581-7	579-7	573-7
R2	576-1	576-1	573-2
R1	574-1	574-1	572-6	575-1
PP	570-3	570-3	570-3	570-6
S1	568-3	568-3	571-6	569-3
S2	564-5	564-5	571-2
S3	558-7	562-5	570-5
S4	553-1	556-7	569-1

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	572-2	553-0	19-2	3.4%	7-6	1.3%	100%	True	False	40,439
10	574-0	553-0	21-0	3.7%	7-1	1.3%	92%	False	False	37,691
20	574-0	550-0	24-0	4.2%	6-3	1.1%	93%	False	False	34,778

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 3 trading days

Fibonacci Retracements and Extensions
4.250	596-6
2.618	587-2
1.618	581-4
1.000	578-0
0.618	575-6
HIGH	572-2
0.618	570-0
0.500	569-3
0.382	568-6
LOW	566-4
0.618	563-0
1.000	560-6
1.618	557-2
2.618	551-4
4.250	542-0

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	571-2	570-3
PP	570-3	568-4
S1	569-3	566-5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols