CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 641-0 641-0 0-0 0.0% 642-4
High 646-4 650-6 4-2 0.7% 646-4
Low 639-4 641-0 1-4 0.2% 635-0
Close 646-4 650-6 4-2 0.7% 646-4
Range 7-0 9-6 2-6 39.3% 11-4
ATR 9-2 9-2 0-0 0.4% 0-0
Volume 67,150 52,721 -14,429 -21.5% 221,986
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 676-6 673-4 656-1
R3 667-0 663-6 653-3
R2 657-2 657-2 652-4
R1 654-0 654-0 651-5 655-5
PP 647-4 647-4 647-4 648-2
S1 644-2 644-2 649-7 645-7
S2 637-6 637-6 649-0
S3 628-0 634-4 648-1
S4 618-2 624-6 645-3
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 677-1 673-3 652-7
R3 665-5 661-7 649-5
R2 654-1 654-1 648-5
R1 650-3 650-3 647-4 652-2
PP 642-5 642-5 642-5 643-5
S1 638-7 638-7 645-4 640-6
S2 631-1 631-1 644-3
S3 619-5 627-3 643-3
S4 608-1 615-7 640-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 650-6 635-0 15-6 2.4% 7-4 1.2% 100% True False 54,941
10 650-6 633-4 17-2 2.7% 7-3 1.1% 100% True False 53,540
20 659-4 633-4 26-0 4.0% 7-3 1.1% 66% False False 53,652
40 677-0 604-0 73-0 11.2% 7-3 1.1% 64% False False 49,722
60 677-0 594-2 82-6 12.7% 7-4 1.2% 68% False False 41,280
80 683-0 594-2 88-6 13.6% 7-7 1.2% 64% False False 36,643
100 683-0 594-2 88-6 13.6% 8-2 1.3% 64% False False 33,196
120 780-0 594-2 185-6 28.5% 8-3 1.3% 30% False False 29,999
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0-2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 692-2
2.618 676-2
1.618 666-4
1.000 660-4
0.618 656-6
HIGH 650-6
0.618 647-0
0.500 645-7
0.382 644-6
LOW 641-0
0.618 635-0
1.000 631-2
1.618 625-2
2.618 615-4
4.250 599-4
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 649-1 648-7
PP 647-4 647-0
S1 645-7 645-1

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

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