CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 22-Mar-2012

Day Change Summary
	Previous	Current
	21-Mar-2012	22-Mar-2012	Change	Change %	Previous Week
Open	561-0	552-2	-8-6	-1.6%	558-2
High	562-2	556-2	-6-0	-1.1%	575-0
Low	555-0	551-0	-4-0	-0.7%	558-2
Close	556-0	555-6	-0-2	0.0%	574-2
Range	7-2	5-2	-2-0	-27.6%	16-6
ATR	7-4	7-3	-0-1	-2.2%	0-0
Volume	43,102	31,484	-11,618	-27.0%	207,066

Daily Pivots for day following 22-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	570-1	568-1	558-5
R3	564-7	562-7	557-2
R2	559-5	559-5	556-6
R1	557-5	557-5	556-2	558-5
PP	554-3	554-3	554-3	554-6
S1	552-3	552-3	555-2	553-3
S2	549-1	549-1	554-6
S3	543-7	547-1	554-2
S4	538-5	541-7	552-7

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	551-0	24-0	4.3%	5-6	1.0%	20%	False	True	35,430
10	575-0	551-0	24-0	4.3%	6-6	1.2%	20%	False	True	37,935
20	575-0	550-0	25-0	4.5%	6-3	1.1%	23%	False	False	36,983

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	0-0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	578-4
2.618	570-0
1.618	564-6
1.000	561-4
0.618	559-4
HIGH	556-2
0.618	554-2
0.500	553-5
0.382	553-0
LOW	551-0
0.618	547-6
1.000	545-6
1.618	542-4
2.618	537-2
4.250	528-6

Fisher Pivots for day following 22-Mar-2012
Pivot	1 day	3 day
R1	555-0	557-6
PP	554-3	557-1
S1	553-5	556-3

Download as Excel Spreadsheet

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

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