CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 566-4 569-4 3-0 0.5% 558-2
High 572-2 575-0 2-6 0.5% 575-0
Low 566-4 569-4 3-0 0.5% 558-2
Close 572-2 574-2 2-0 0.3% 574-2
Range 5-6 5-4 -0-2 -4.3% 16-6
ATR 7-4 7-3 -0-1 -1.9% 0-0
Volume 38,599 41,566 2,967 7.7% 207,066
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 589-3 587-3 577-2
R3 583-7 581-7 575-6
R2 578-3 578-3 575-2
R1 576-3 576-3 574-6 577-3
PP 572-7 572-7 572-7 573-4
S1 570-7 570-7 573-6 571-7
S2 567-3 567-3 573-2
S3 561-7 565-3 572-6
S4 556-3 559-7 571-2
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 619-3 613-5 583-4
R3 602-5 596-7 578-7
R2 585-7 585-7 577-3
R1 580-1 580-1 575-6 583-0
PP 569-1 569-1 569-1 570-5
S1 563-3 563-3 572-6 566-2
S2 552-3 552-3 571-1
S3 535-5 546-5 569-5
S4 518-7 529-7 565-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 575-0 558-2 16-6 2.9% 6-0 1.0% 96% True False 41,413
10 575-0 553-0 22-0 3.8% 7-2 1.3% 97% True False 39,016
20 575-0 550-0 25-0 4.4% 6-2 1.1% 97% True False 35,586
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
4.250 598-3
2.618 589-3
1.618 583-7
1.000 580-4
0.618 578-3
HIGH 575-0
0.618 572-7
0.500 572-2
0.382 571-5
LOW 569-4
0.618 566-1
1.000 564-0
1.618 560-5
2.618 555-1
4.250 546-1
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 573-5 572-1
PP 572-7 570-1
S1 572-2 568-0

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

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