CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 535-4 531-4 -4-0 -0.7% 555-4
High 536-4 542-0 5-4 1.0% 561-4
Low 522-0 531-0 9-0 1.7% 522-0
Close 524-2 540-2 16-0 3.1% 540-2
Range 14-4 11-0 -3-4 -24.1% 39-4
ATR 8-2 8-7 0-5 8.3% 0-0
Volume 62,519 59,846 -2,673 -4.3% 229,107
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 570-6 566-4 546-2
R3 559-6 555-4 543-2
R2 548-6 548-6 542-2
R1 544-4 544-4 541-2 546-5
PP 537-6 537-6 537-6 538-6
S1 533-4 533-4 539-2 535-5
S2 526-6 526-6 538-2
S3 515-6 522-4 537-2
S4 504-6 511-4 534-2
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 659-6 639-4 562-0
R3 620-2 600-0 551-1
R2 580-6 580-6 547-4
R1 560-4 560-4 543-7 550-7
PP 541-2 541-2 541-2 536-4
S1 521-0 521-0 536-5 511-3
S2 501-6 501-6 533-0
S3 462-2 481-4 529-3
S4 422-6 442-0 518-4
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 7.3% 10-6 2.0% 46% False False 45,821
10 573-6 522-0 51-6 9.6% 8-2 1.5% 35% False False 39,706
20 575-0 522-0 53-0 9.8% 7-6 1.4% 34% False False 39,361
40 581-4 522-0 59-4 11.0% 7-0 1.3% 31% False False 34,607
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 0-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 588-6
2.618 570-6
1.618 559-6
1.000 553-0
0.618 548-6
HIGH 542-0
0.618 537-6
0.500 536-4
0.382 535-2
LOW 531-0
0.618 524-2
1.000 520-0
1.618 513-2
2.618 502-2
4.250 484-2
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 539-0 538-7
PP 537-6 537-3
S1 536-4 536-0

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

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