CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 650-4 657-0 6-4 1.0% 639-2
High 657-6 661-2 3-4 0.5% 644-0
Low 648-0 653-4 5-4 0.8% 629-0
Close 657-2 658-0 0-6 0.1% 644-0
Range 9-6 7-6 -2-0 -20.5% 15-0
ATR 10-4 10-2 -0-2 -1.9% 0-0
Volume 201,101 197,085 -4,016 -2.0% 452,150
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 680-7 677-1 662-2
R3 673-1 669-3 660-1
R2 665-3 665-3 659-3
R1 661-5 661-5 658-6 663-4
PP 657-5 657-5 657-5 658-4
S1 653-7 653-7 657-2 655-6
S2 649-7 649-7 656-5
S3 642-1 646-1 655-7
S4 634-3 638-3 653-6
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 684-0 679-0 652-2
R3 669-0 664-0 648-1
R2 654-0 654-0 646-6
R1 649-0 649-0 645-3 651-4
PP 639-0 639-0 639-0 640-2
S1 634-0 634-0 642-5 636-4
S2 624-0 624-0 641-2
S3 609-0 619-0 639-7
S4 594-0 604-0 635-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 661-2 635-2 26-0 4.0% 9-1 1.4% 88% True False 150,727
10 661-2 629-0 32-2 4.9% 9-7 1.5% 90% True False 127,773
20 661-2 629-0 32-2 4.9% 9-1 1.4% 90% True False 103,053
40 671-0 599-2 71-6 10.9% 8-4 1.3% 82% False False 75,365
60 671-0 587-0 84-0 12.8% 8-5 1.3% 85% False False 59,256
80 681-0 587-0 94-0 14.3% 8-5 1.3% 76% False False 51,106
100 681-0 587-0 94-0 14.3% 8-6 1.3% 76% False False 43,730
120 766-0 587-0 179-0 27.2% 9-1 1.4% 40% False False 38,532
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 2-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 694-2
2.618 681-4
1.618 673-6
1.000 669-0
0.618 666-0
HIGH 661-2
0.618 658-2
0.500 657-3
0.382 656-4
LOW 653-4
0.618 648-6
1.000 645-6
1.618 641-0
2.618 633-2
4.250 620-4
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 657-6 655-0
PP 657-5 651-7
S1 657-3 648-7

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

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