CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 637-4 635-2 -2-2 -0.4% 636-6
High 641-4 645-4 4-0 0.6% 643-0
Low 634-6 633-2 -1-4 -0.2% 625-4
Close 640-6 644-4 3-6 0.6% 640-6
Range 6-6 12-2 5-4 81.5% 17-4
ATR 11-1 11-2 0-1 0.7% 0-0
Volume 109,944 43,170 -66,774 -60.7% 606,455
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 677-7 673-3 651-2
R3 665-5 661-1 647-7
R2 653-3 653-3 646-6
R1 648-7 648-7 645-5 651-1
PP 641-1 641-1 641-1 642-2
S1 636-5 636-5 643-3 638-7
S2 628-7 628-7 642-2
S3 616-5 624-3 641-1
S4 604-3 612-1 637-6
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 688-7 682-3 650-3
R3 671-3 664-7 645-4
R2 653-7 653-7 644-0
R1 647-3 647-3 642-3 650-5
PP 636-3 636-3 636-3 638-0
S1 629-7 629-7 639-1 633-1
S2 618-7 618-7 637-4
S3 601-3 612-3 636-0
S4 583-7 594-7 631-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 645-4 625-4 20-0 3.1% 10-0 1.6% 95% True False 129,925
10 646-0 625-4 20-4 3.2% 9-7 1.5% 93% False False 156,432
20 652-0 625-4 26-4 4.1% 9-6 1.5% 72% False False 166,221
40 664-0 592-4 71-4 11.1% 9-5 1.5% 73% False False 157,146
60 664-0 560-0 104-0 16.1% 10-4 1.6% 81% False False 147,735
80 674-0 560-0 114-0 17.7% 10-7 1.7% 74% False False 139,428
100 674-0 560-0 114-0 17.7% 11-1 1.7% 74% False False 121,116
120 776-4 560-0 216-4 33.6% 11-5 1.8% 39% False False 107,120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 697-4
2.618 677-5
1.618 665-3
1.000 657-6
0.618 653-1
HIGH 645-4
0.618 640-7
0.500 639-3
0.382 637-7
LOW 633-2
0.618 625-5
1.000 621-0
1.618 613-3
2.618 601-1
4.250 581-2
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 642-6 642-6
PP 641-1 641-1
S1 639-3 639-3

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

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