CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 639-2 633-4 -5-6 -0.9% 640-0
High 640-0 642-4 2-4 0.4% 649-6
Low 629-0 632-6 3-6 0.6% 629-2
Close 633-4 641-2 7-6 1.2% 645-2
Range 11-0 9-6 -1-2 -11.4% 20-4
ATR 10-7 10-6 -0-1 -0.7% 0-0
Volume 94,029 122,612 28,583 30.4% 511,354
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 668-1 664-3 646-5
R3 658-3 654-5 643-7
R2 648-5 648-5 643-0
R1 644-7 644-7 642-1 646-6
PP 638-7 638-7 638-7 639-6
S1 635-1 635-1 640-3 637-0
S2 629-1 629-1 639-4
S3 619-3 625-3 638-5
S4 609-5 615-5 635-7
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 702-7 694-5 656-4
R3 682-3 674-1 650-7
R2 661-7 661-7 649-0
R1 653-5 653-5 647-1 657-6
PP 641-3 641-3 641-3 643-4
S1 633-1 633-1 643-3 637-2
S2 620-7 620-7 641-4
S3 600-3 612-5 639-5
S4 579-7 592-1 634-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 649-6 629-0 20-6 3.2% 10-4 1.6% 59% False False 104,819
10 654-4 629-0 25-4 4.0% 10-4 1.6% 48% False False 101,454
20 655-4 629-0 26-4 4.1% 8-6 1.4% 46% False False 77,401
40 671-0 599-2 71-6 11.2% 8-2 1.3% 59% False False 59,060
60 671-0 587-0 84-0 13.1% 8-5 1.3% 65% False False 48,823
80 681-0 587-0 94-0 14.7% 8-6 1.4% 58% False False 42,559
100 681-0 587-0 94-0 14.7% 8-7 1.4% 58% False False 37,044
120 789-4 587-0 202-4 31.6% 9-2 1.4% 27% False False 32,586
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 2-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 684-0
2.618 668-0
1.618 658-2
1.000 652-2
0.618 648-4
HIGH 642-4
0.618 638-6
0.500 637-5
0.382 636-4
LOW 632-6
0.618 626-6
1.000 623-0
1.618 617-0
2.618 607-2
4.250 591-2
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 640-0 640-5
PP 638-7 640-0
S1 637-5 639-3

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

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