CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 21-Mar-2012

Day Change Summary
	Previous	Current
	20-Mar-2012	21-Mar-2012	Change	Change %	Previous Week
Open	570-2	561-0	-9-2	-1.6%	558-2
High	564-4	562-2	-2-2	-0.4%	575-0
Low	558-4	555-0	-3-4	-0.6%	558-2
Close	560-2	556-0	-4-2	-0.8%	574-2
Range	6-0	7-2	1-2	20.8%	16-6
ATR	7-5	7-4	0-0	-0.3%	0-0
Volume	28,426	43,102	14,676	51.6%	207,066

Daily Pivots for day following 21-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	579-4	575-0	560-0
R3	572-2	567-6	558-0
R2	565-0	565-0	557-3
R1	560-4	560-4	556-5	559-1
PP	557-6	557-6	557-6	557-0
S1	553-2	553-2	555-3	551-7
S2	550-4	550-4	554-5
S3	543-2	546-0	554-0
S4	536-0	538-6	552-0

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	555-0	20-0	3.6%	5-7	1.1%	5%	False	True	36,853
10	575-0	553-0	22-0	4.0%	7-0	1.3%	14%	False	False	38,912
20	575-0	550-0	25-0	4.5%	6-4	1.2%	24%	False	False	37,035

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	593-0
2.618	581-2
1.618	574-0
1.000	569-4
0.618	566-6
HIGH	562-2
0.618	559-4
0.500	558-5
0.382	557-6
LOW	555-0
0.618	550-4
1.000	547-6
1.618	543-2
2.618	536-0
4.250	524-2

Fisher Pivots for day following 21-Mar-2012
Pivot	1 day	3 day
R1	558-5	564-3
PP	557-6	561-5
S1	556-7	558-6

Download as Excel Spreadsheet

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

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