CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 27-Mar-2012

Day Change Summary
	Previous	Current
	26-Mar-2012	27-Mar-2012	Change	Change %	Previous Week
Open	555-4	554-2	-1-2	-0.2%	570-2
High	561-4	554-2	-7-2	-1.3%	573-6
Low	553-0	549-4	-3-4	-0.6%	551-0
Close	553-2	550-2	-3-0	-0.5%	557-4
Range	8-4	4-6	-3-6	-44.1%	22-6
ATR	7-3	7-1	-0-1	-2.5%	0-0
Volume	24,236	40,735	16,499	68.1%	167,960

Daily Pivots for day following 27-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	565-5	562-5	552-7
R3	560-7	557-7	551-4
R2	556-1	556-1	551-1
R1	553-1	553-1	550-5	552-2
PP	551-3	551-3	551-3	550-7
S1	548-3	548-3	549-7	547-4
S2	546-5	546-5	549-3
S3	541-7	543-5	549-0
S4	537-1	538-7	547-5

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	562-2	549-4	12-6	2.3%	6-2	1.1%	6%	False	True	34,386
10	575-0	549-4	25-4	4.6%	5-7	1.1%	3%	False	True	35,521
20	575-0	549-4	25-4	4.6%	6-3	1.2%	3%	False	True	36,172

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-2
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	574-4
2.618	566-5
1.618	561-7
1.000	559-0
0.618	557-1
HIGH	554-2
0.618	552-3
0.500	551-7
0.382	551-3
LOW	549-4
0.618	546-5
1.000	544-6
1.618	541-7
2.618	537-1
4.250	529-2

Fisher Pivots for day following 27-Mar-2012
Pivot	1 day	3 day
R1	551-7	555-4
PP	551-3	553-6
S1	550-6	552-0

Download as Excel Spreadsheet

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

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