CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 636-2 645-0 8-6 1.4% 633-0
High 645-0 645-0 0-0 0.0% 650-2
Low 636-2 641-0 4-6 0.7% 633-4
Close 644-2 644-6 0-4 0.1% 648-2
Range 8-6 4-0 -4-6 -54.3% 16-6
ATR 9-7 9-3 -0-3 -4.2% 0-0
Volume 56,113 49,679 -6,434 -11.5% 260,699
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 655-5 654-1 647-0
R3 651-5 650-1 645-7
R2 647-5 647-5 645-4
R1 646-1 646-1 645-1 644-7
PP 643-5 643-5 643-5 643-0
S1 642-1 642-1 644-3 640-7
S2 639-5 639-5 644-0
S3 635-5 638-1 643-5
S4 631-5 634-1 642-4
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% 6-5 1.0% 67% False False 49,543
10 659-4 633-4 26-0 4.0% 8-1 1.3% 43% False False 57,621
20 659-4 633-4 26-0 4.0% 7-3 1.1% 43% False False 53,298
40 677-0 604-0 73-0 11.3% 7-3 1.1% 56% False False 47,595
60 677-0 594-2 82-6 12.8% 7-4 1.2% 61% False False 39,955
80 683-0 594-2 88-6 13.8% 7-7 1.2% 57% False False 35,532
100 683-0 594-2 88-6 13.8% 8-2 1.3% 57% False False 32,466
120 784-0 594-2 189-6 29.4% 8-5 1.3% 27% False False 29,214
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 True
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 662-0
2.618 655-4
1.618 651-4
1.000 649-0
0.618 647-4
HIGH 645-0
0.618 643-4
0.500 643-0
0.382 642-4
LOW 641-0
0.618 638-4
1.000 637-0
1.618 634-4
2.618 630-4
4.250 624-0
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 644-1 643-1
PP 643-5 641-5
S1 643-0 640-0

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

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