CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 656-4 650-4 -6-0 -0.9% 638-4
High 665-0 658-4 -6-4 -1.0% 661-2
Low 655-0 650-0 -5-0 -0.8% 636-4
Close 660-6 654-0 -6-6 -1.0% 655-0
Range 10-0 8-4 -1-4 -15.0% 24-6
ATR 10-0 10-0 0-0 0.6% 0-0
Volume 149,463 140,384 -9,079 -6.1% 820,966
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 679-5 675-3 658-5
R3 671-1 666-7 656-3
R2 662-5 662-5 655-4
R1 658-3 658-3 654-6 660-4
PP 654-1 654-1 654-1 655-2
S1 649-7 649-7 653-2 652-0
S2 645-5 645-5 652-4
S3 637-1 641-3 651-5
S4 628-5 632-7 649-3
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
5 665-0 647-0 18-0 2.8% 8-3 1.3% 39% False False 157,953
10 665-0 632-6 32-2 4.9% 9-0 1.4% 66% False False 146,893
20 665-0 629-0 36-0 5.5% 9-3 1.4% 69% False False 120,986
40 666-0 599-2 66-6 10.2% 8-5 1.3% 82% False False 86,093
60 671-0 587-0 84-0 12.8% 8-4 1.3% 80% False False 67,011
80 680-4 587-0 93-4 14.3% 8-6 1.3% 72% False False 57,462
100 681-0 587-0 94-0 14.4% 8-4 1.3% 71% False False 49,209
120 745-4 587-0 158-4 24.2% 9-1 1.4% 42% False False 43,110
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 2 trading days
Fibonacci Retracements and Extensions
4.250 694-5
2.618 680-6
1.618 672-2
1.000 667-0
0.618 663-6
HIGH 658-4
0.618 655-2
0.500 654-2
0.382 653-2
LOW 650-0
0.618 644-6
1.000 641-4
1.618 636-2
2.618 627-6
4.250 613-7
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 654-2 656-0
PP 654-1 655-3
S1 654-1 654-5

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

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