CME Pit-Traded Corn Future May 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 657-0 654-4 -2-4 -0.4% 639-2
High 661-2 658-0 -3-2 -0.5% 644-0
Low 653-4 650-6 -2-6 -0.4% 629-0
Close 658-0 654-0 -4-0 -0.6% 644-0
Range 7-6 7-2 -0-4 -6.5% 15-0
ATR 10-2 10-0 -0-2 -2.1% 0-0
Volume 197,085 168,396 -28,689 -14.6% 452,150
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 676-0 672-2 658-0
R3 668-6 665-0 656-0
R2 661-4 661-4 655-3
R1 657-6 657-6 654-5 656-0
PP 654-2 654-2 654-2 653-3
S1 650-4 650-4 653-3 648-6
S2 647-0 647-0 652-5
S3 639-6 643-2 652-0
S4 632-4 636-0 650-0
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
5 661-2 636-4 24-6 3.8% 8-7 1.4% 71% False False 165,346
10 661-2 629-0 32-2 4.9% 9-2 1.4% 78% False False 133,183
20 661-2 629-0 32-2 4.9% 9-0 1.4% 78% False False 107,479
40 668-0 599-2 68-6 10.5% 8-4 1.3% 80% False False 79,127
60 671-0 587-0 84-0 12.8% 8-4 1.3% 80% False False 61,514
80 681-0 587-0 94-0 14.4% 8-5 1.3% 71% False False 52,940
100 681-0 587-0 94-0 14.4% 8-6 1.3% 71% False False 45,297
120 766-0 587-0 179-0 27.4% 9-0 1.4% 37% False False 39,836
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 688-6
2.618 677-0
1.618 669-6
1.000 665-2
0.618 662-4
HIGH 658-0
0.618 655-2
0.500 654-3
0.382 653-4
LOW 650-6
0.618 646-2
1.000 643-4
1.618 639-0
2.618 631-6
4.250 620-0
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 654-3 654-5
PP 654-2 654-3
S1 654-1 654-2

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

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