CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 19-Mar-2012

Day Change Summary
	Previous	Current
	16-Mar-2012	19-Mar-2012	Change	Change %	Previous Week
Open	569-4	570-2	0-6	0.1%	558-2
High	575-0	573-6	-1-2	-0.2%	575-0
Low	569-4	569-0	-0-4	-0.1%	558-2
Close	574-2	570-2	-4-0	-0.7%	574-2
Range	5-4	4-6	-0-6	-13.6%	16-6
ATR	7-3	7-2	-0-1	-2.1%	0-0
Volume	41,566	32,574	-8,992	-21.6%	207,066

Daily Pivots for day following 19-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	585-2	582-4	572-7
R3	580-4	577-6	571-4
R2	575-6	575-6	571-1
R1	573-0	573-0	570-5	572-5
PP	571-0	571-0	571-0	570-6
S1	568-2	568-2	569-7	567-7
S2	566-2	566-2	569-3
S3	561-4	563-4	569-0
S4	556-6	558-6	567-5

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	561-0	14-0	2.5%	5-0	0.9%	66%	False	False	37,518
10	575-0	553-0	22-0	3.9%	7-2	1.3%	78%	False	False	38,783
20	575-0	550-0	25-0	4.4%	6-2	1.1%	81%	False	False	36,034

Crabel Price Patterns
NR	True
NR4	True
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	0-3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	594-0
2.618	586-1
1.618	581-3
1.000	578-4
0.618	576-5
HIGH	573-6
0.618	571-7
0.500	571-3
0.382	570-7
LOW	569-0
0.618	566-1
1.000	564-2
1.618	561-3
2.618	556-5
4.250	548-6

Fisher Pivots for day following 19-Mar-2012
Pivot	1 day	3 day
R1	571-3	570-6
PP	571-0	570-5
S1	570-5	570-3

Download as Excel Spreadsheet

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

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