CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 654-4 650-4 -4-0 -0.6% 638-4
High 658-0 655-4 -2-4 -0.4% 661-2
Low 650-6 647-0 -3-6 -0.6% 636-4
Close 654-0 655-0 1-0 0.2% 655-0
Range 7-2 8-4 1-2 17.2% 24-6
ATR 10-0 10-0 -0-1 -1.1% 0-0
Volume 168,396 134,440 -33,956 -20.2% 820,966
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 678-0 675-0 659-5
R3 669-4 666-4 657-3
R2 661-0 661-0 656-4
R1 658-0 658-0 655-6 659-4
PP 652-4 652-4 652-4 653-2
S1 649-4 649-4 654-2 651-0
S2 644-0 644-0 653-4
S3 635-4 641-0 652-5
S4 627-0 632-4 650-3
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 725-1 714-7 668-5
R3 700-3 690-1 661-6
R2 675-5 675-5 659-4
R1 665-3 665-3 657-2 670-4
PP 650-7 650-7 650-7 653-4
S1 640-5 640-5 652-6 645-6
S2 626-1 626-1 650-4
S3 601-3 615-7 648-2
S4 576-5 591-1 641-3
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% 9-1 1.4% 75% False False 164,193
10 661-2 629-0 32-2 4.9% 9-1 1.4% 81% False False 137,435
20 661-2 629-0 32-2 4.9% 9-0 1.4% 81% False False 111,771
40 666-0 599-2 66-6 10.2% 8-5 1.3% 84% False False 81,419
60 671-0 587-0 84-0 12.8% 8-4 1.3% 81% False False 63,403
80 681-0 587-0 94-0 14.4% 8-5 1.3% 72% False False 54,420
100 681-0 587-0 94-0 14.4% 8-6 1.3% 72% False False 46,495
120 766-0 587-0 179-0 27.3% 9-1 1.4% 38% False False 40,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 691-5
2.618 677-6
1.618 669-2
1.000 664-0
0.618 660-6
HIGH 655-4
0.618 652-2
0.500 651-2
0.382 650-2
LOW 647-0
0.618 641-6
1.000 638-4
1.618 633-2
2.618 624-6
4.250 610-7
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 653-6 654-6
PP 652-4 654-3
S1 651-2 654-1

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

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