CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	570-2	570-2	0-0	0.0%	558-2
High	573-6	564-4	-9-2	-1.6%	575-0
Low	569-0	558-4	-10-4	-1.8%	558-2
Close	570-2	560-2	-10-0	-1.8%	574-2
Range	4-6	6-0	1-2	26.3%	16-6
ATR	7-2	7-5	0-3	4.4%	0-0
Volume	32,574	28,426	-4,148	-12.7%	207,066

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	579-1	575-5	563-4
R3	573-1	569-5	561-7
R2	567-1	567-1	561-3
R1	563-5	563-5	560-6	562-3
PP	561-1	561-1	561-1	560-4
S1	557-5	557-5	559-6	556-3
S2	555-1	555-1	559-1
S3	549-1	551-5	558-5
S4	543-1	545-5	557-0

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	558-4	16-4	2.9%	5-3	1.0%	11%	False	True	36,657
10	575-0	553-0	22-0	3.9%	7-2	1.3%	33%	False	False	37,799
20	575-0	550-0	25-0	4.5%	6-2	1.1%	41%	False	False	36,336

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0-1
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	590-0
2.618	580-2
1.618	574-2
1.000	570-4
0.618	568-2
HIGH	564-4
0.618	562-2
0.500	561-4
0.382	560-6
LOW	558-4
0.618	554-6
1.000	552-4
1.618	548-6
2.618	542-6
4.250	533-0

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	561-4	566-6
PP	561-1	564-5
S1	560-5	562-3

Download as Excel Spreadsheet

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

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