CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 02-Apr-2012

Day Change Summary
	Previous	Current
	30-Mar-2012	02-Apr-2012	Change	Change %	Previous Week
Open	531-4	541-4	10-0	1.9%	555-4
High	542-0	546-0	4-0	0.7%	561-4
Low	531-0	536-6	5-6	1.1%	522-0
Close	540-2	545-0	4-6	0.9%	540-2
Range	11-0	9-2	-1-6	-15.9%	39-4
ATR	8-7	8-7	0-0	0.3%	0-0
Volume	59,846	107,321	47,475	79.3%	229,107

Daily Pivots for day following 02-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	570-3	566-7	550-1
R3	561-1	557-5	547-4
R2	551-7	551-7	546-6
R1	548-3	548-3	545-7	550-1
PP	542-5	542-5	542-5	543-4
S1	539-1	539-1	544-1	540-7
S2	533-3	533-3	543-2
S3	524-1	529-7	542-4
S4	514-7	520-5	539-7

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	554-2	522-0	32-2	5.9%	10-7	2.0%	71%	False	False	62,438
10	564-4	522-0	42-4	7.8%	8-6	1.6%	54%	False	False	47,181
20	575-0	522-0	53-0	9.7%	8-0	1.5%	43%	False	False	42,982
40	581-2	522-0	59-2	10.9%	7-0	1.3%	39%	False	False	36,550

Crabel Price Patterns
NR	True
NR4	True
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	0-5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	585-2
2.618	570-2
1.618	561-0
1.000	555-2
0.618	551-6
HIGH	546-0
0.618	542-4
0.500	541-3
0.382	540-2
LOW	536-6
0.618	531-0
1.000	527-4
1.618	521-6
2.618	512-4
4.250	497-4

Fisher Pivots for day following 02-Apr-2012
Pivot	1 day	3 day
R1	543-6	541-3
PP	542-5	537-5
S1	541-3	534-0

Download as Excel Spreadsheet

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

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