CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 26-Mar-2012

Day Change Summary
	Previous	Current
	23-Mar-2012	26-Mar-2012	Change	Change %	Previous Week
Open	559-6	555-4	-4-2	-0.8%	570-2
High	560-4	561-4	1-0	0.2%	573-6
Low	555-0	553-0	-2-0	-0.4%	551-0
Close	557-4	553-2	-4-2	-0.8%	557-4
Range	5-4	8-4	3-0	54.5%	22-6
ATR	7-2	7-3	0-1	1.2%	0-0
Volume	32,374	24,236	-8,138	-25.1%	167,960

Daily Pivots for day following 26-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	581-3	575-7	557-7
R3	572-7	567-3	555-5
R2	564-3	564-3	554-6
R1	558-7	558-7	554-0	557-3
PP	555-7	555-7	555-7	555-2
S1	550-3	550-3	552-4	548-7
S2	547-3	547-3	551-6
S3	538-7	541-7	550-7
S4	530-3	533-3	548-5

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	629-0	616-0	570-0
R3	606-2	593-2	563-6
R2	583-4	583-4	561-5
R1	570-4	570-4	559-5	565-5
PP	560-6	560-6	560-6	558-2
S1	547-6	547-6	555-3	542-7
S2	538-0	538-0	553-3
S3	515-2	525-0	551-2
S4	492-4	502-2	545-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	564-4	551-0	13-4	2.4%	6-4	1.2%	17%	False	False	31,924
10	575-0	551-0	24-0	4.3%	5-6	1.0%	9%	False	False	34,721
20	575-0	551-0	24-0	4.3%	6-4	1.2%	9%	False	False	35,872

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-2
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	597-5
2.618	583-6
1.618	575-2
1.000	570-0
0.618	566-6
HIGH	561-4
0.618	558-2
0.500	557-2
0.382	556-2
LOW	553-0
0.618	547-6
1.000	544-4
1.618	539-2
2.618	530-6
4.250	516-7

Fisher Pivots for day following 26-Mar-2012
Pivot	1 day	3 day
R1	557-2	556-2
PP	555-7	555-2
S1	554-5	554-2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols