CME Pit-Traded Corn Future July 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 642-4 636-2 -6-2 -1.0% 633-0
High 643-0 645-0 2-0 0.3% 650-2
Low 635-0 636-2 1-2 0.2% 633-4
Close 637-4 644-2 6-6 1.1% 648-2
Range 8-0 8-6 0-6 9.4% 16-6
ATR 9-7 9-7 -0-1 -0.8% 0-0
Volume 49,044 56,113 7,069 14.4% 260,699
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 668-1 664-7 649-0
R3 659-3 656-1 646-5
R2 650-5 650-5 645-7
R1 647-3 647-3 645-0 649-0
PP 641-7 641-7 641-7 642-5
S1 638-5 638-5 643-4 640-2
S2 633-1 633-1 642-5
S3 624-3 629-7 641-7
S4 615-5 621-1 639-4
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 694-2 688-0 657-4
R3 677-4 671-2 652-7
R2 660-6 660-6 651-3
R1 654-4 654-4 649-6 657-5
PP 644-0 644-0 644-0 645-4
S1 637-6 637-6 646-6 640-7
S2 627-2 627-2 645-1
S3 610-4 621-0 643-5
S4 593-6 604-2 639-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 650-2 633-4 16-6 2.6% 7-7 1.2% 64% False False 51,069
10 659-4 633-4 26-0 4.0% 8-5 1.3% 41% False False 58,379
20 659-4 633-4 26-0 4.0% 7-4 1.2% 41% False False 53,947
40 677-0 604-0 73-0 11.3% 7-3 1.1% 55% False False 46,969
60 677-0 594-2 82-6 12.8% 7-5 1.2% 60% False False 39,564
80 683-0 594-2 88-6 13.8% 8-0 1.2% 56% False False 35,117
100 683-0 594-2 88-6 13.8% 8-3 1.3% 56% False False 32,186
120 792-0 594-2 197-6 30.7% 8-5 1.3% 25% False False 28,885
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 True
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 682-2
2.618 667-7
1.618 659-1
1.000 653-6
0.618 650-3
HIGH 645-0
0.618 641-5
0.500 640-5
0.382 639-5
LOW 636-2
0.618 630-7
1.000 627-4
1.618 622-1
2.618 613-3
4.250 599-0
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 643-0 643-6
PP 641-7 643-1
S1 640-5 642-5

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

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