CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 03-Apr-2012

Day Change Summary
	Previous	Current
	02-Apr-2012	03-Apr-2012	Change	Change %	Previous Week
Open	541-4	544-2	2-6	0.5%	555-4
High	546-0	548-0	2-0	0.4%	561-4
Low	536-6	544-2	7-4	1.4%	522-0
Close	545-0	545-4	0-4	0.1%	540-2
Range	9-2	3-6	-5-4	-59.5%	39-4
ATR	8-7	8-4	-0-3	-4.1%	0-0
Volume	107,321	62,910	-44,411	-41.4%	229,107

Daily Pivots for day following 03-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	557-1	555-1	547-4
R3	553-3	551-3	546-4
R2	549-5	549-5	546-2
R1	547-5	547-5	545-7	548-5
PP	545-7	545-7	545-7	546-4
S1	543-7	543-7	545-1	544-7
S2	542-1	542-1	544-6
S3	538-3	540-1	544-4
S4	534-5	536-3	543-4

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	550-0	522-0	28-0	5.1%	10-6	2.0%	84%	False	False	66,873
10	562-2	522-0	40-2	7.4%	8-4	1.6%	58%	False	False	50,629
20	575-0	522-0	53-0	9.7%	7-7	1.4%	44%	False	False	44,214
40	577-2	522-0	55-2	10.1%	7-0	1.3%	43%	False	False	37,554

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1-2
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	564-0
2.618	557-7
1.618	554-1
1.000	551-6
0.618	550-3
HIGH	548-0
0.618	546-5
0.500	546-1
0.382	545-5
LOW	544-2
0.618	541-7
1.000	540-4
1.618	538-1
2.618	534-3
4.250	528-2

Fisher Pivots for day following 03-Apr-2012
Pivot	1 day	3 day
R1	546-1	543-4
PP	545-7	541-4
S1	545-6	539-4

Download as Excel Spreadsheet

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

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