CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 655-4 654-0 -1-4 -0.2% 636-6
High 658-4 656-4 -2-0 -0.3% 643-0
Low 652-4 651-0 -1-4 -0.2% 625-4
Close 656-4 653-6 -2-6 -0.4% 640-6
Range 6-0 5-4 -0-4 -8.3% 17-4
ATR 10-6 10-3 -0-3 -3.5% 0-0
Volume 49,069 18,545 -30,524 -62.2% 606,455
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 670-2 667-4 656-6
R3 664-6 662-0 655-2
R2 659-2 659-2 654-6
R1 656-4 656-4 654-2 655-1
PP 653-6 653-6 653-6 653-0
S1 651-0 651-0 653-2 649-5
S2 648-2 648-2 652-6
S3 642-6 645-4 652-2
S4 637-2 640-0 650-6
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
5 658-4 633-2 25-2 3.9% 7-7 1.2% 81% False False 67,414
10 658-4 625-4 33-0 5.0% 8-7 1.4% 86% False False 116,669
20 658-4 625-4 33-0 5.0% 9-4 1.4% 86% False False 149,189
40 662-4 592-4 70-0 10.7% 9-4 1.4% 88% False False 153,048
60 664-0 560-0 104-0 15.9% 10-2 1.6% 90% False False 142,373
80 674-0 560-0 114-0 17.4% 10-4 1.6% 82% False False 139,290
100 674-0 560-0 114-0 17.4% 11-0 1.7% 82% False False 121,545
120 760-0 560-0 200-0 30.6% 11-3 1.7% 47% False False 107,983
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 1-7
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 679-7
2.618 670-7
1.618 665-3
1.000 662-0
0.618 659-7
HIGH 656-4
0.618 654-3
0.500 653-6
0.382 653-1
LOW 651-0
0.618 647-5
1.000 645-4
1.618 642-1
2.618 636-5
4.250 627-5
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 653-6 653-1
PP 653-6 652-3
S1 653-6 651-6

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

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