CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 29-Mar-2012

Day Change Summary
	Previous	Current
	28-Mar-2012	29-Mar-2012	Change	Change %	Previous Week
Open	549-4	535-4	-14-0	-2.5%	570-2
High	550-0	536-4	-13-4	-2.5%	573-6
Low	535-0	522-0	-13-0	-2.4%	551-0
Close	536-2	524-2	-12-0	-2.2%	557-4
Range	15-0	14-4	-0-4	-3.3%	22-6
ATR	7-6	8-2	0-4	6.3%	0-0
Volume	41,771	62,519	20,748	49.7%	167,960

Daily Pivots for day following 29-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	571-1	562-1	532-2
R3	556-5	547-5	528-2
R2	542-1	542-1	526-7
R1	533-1	533-1	525-5	530-3
PP	527-5	527-5	527-5	526-2
S1	518-5	518-5	522-7	515-7
S2	513-1	513-1	521-5
S3	498-5	504-1	520-2
S4	484-1	489-5	516-2

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	522-0	39-4	7.5%	9-5	1.8%	6%	False	True	40,327
10	575-0	522-0	53-0	10.1%	7-6	1.5%	4%	False	True	37,878
20	575-0	522-0	53-0	10.1%	7-4	1.4%	4%	False	True	37,785
40	581-4	522-0	59-4	11.3%	6-7	1.3%	4%	False	True	33,981

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	0-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	598-1
2.618	574-4
1.618	560-0
1.000	551-0
0.618	545-4
HIGH	536-4
0.618	531-0
0.500	529-2
0.382	527-4
LOW	522-0
0.618	513-0
1.000	507-4
1.618	498-4
2.618	484-0
4.250	460-3

Fisher Pivots for day following 29-Mar-2012
Pivot	1 day	3 day
R1	529-2	538-1
PP	527-5	533-4
S1	525-7	528-7

Download as Excel Spreadsheet

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

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