CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 28-Mar-2012

Day Change Summary
	Previous	Current
	27-Mar-2012	28-Mar-2012	Change	Change %	Previous Week
Open	554-2	549-4	-4-6	-0.9%	570-2
High	554-2	550-0	-4-2	-0.8%	573-6
Low	549-4	535-0	-14-4	-2.6%	551-0
Close	550-2	536-2	-14-0	-2.5%	557-4
Range	4-6	15-0	10-2	215.8%	22-6
ATR	7-1	7-6	0-5	8.1%	0-0
Volume	40,735	41,771	1,036	2.5%	167,960

Daily Pivots for day following 28-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	585-3	575-7	544-4
R3	570-3	560-7	540-3
R2	555-3	555-3	539-0
R1	545-7	545-7	537-5	543-1
PP	540-3	540-3	540-3	539-0
S1	530-7	530-7	534-7	528-1
S2	525-3	525-3	533-4
S3	510-3	515-7	532-1
S4	495-3	500-7	528-0

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	561-4	535-0	26-4	4.9%	7-6	1.5%	5%	False	True	34,120
10	575-0	535-0	40-0	7.5%	6-7	1.3%	3%	False	True	35,486
20	575-0	535-0	40-0	7.5%	6-7	1.3%	3%	False	True	36,524
40	581-4	535-0	46-4	8.7%	6-6	1.3%	3%	False	True	33,087

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 41 trading days

Fibonacci Retracements and Extensions
4.250	613-6
2.618	589-2
1.618	574-2
1.000	565-0
0.618	559-2
HIGH	550-0
0.618	544-2
0.500	542-4
0.382	540-6
LOW	535-0
0.618	525-6
1.000	520-0
1.618	510-6
2.618	495-6
4.250	471-2

Fisher Pivots for day following 28-Mar-2012
Pivot	1 day	3 day
R1	542-4	548-2
PP	540-3	544-2
S1	538-3	540-2

Download as Excel Spreadsheet

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

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