CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 658-2 656-6 -1-4 -0.2% 642-4
High 662-0 659-0 -3-0 -0.5% 646-4
Low 657-0 654-4 -2-4 -0.4% 635-0
Close 660-4 655-4 -5-0 -0.8% 646-4
Range 5-0 4-4 -0-4 -10.0% 11-4
ATR 8-7 8-5 -0-2 -2.3% 0-0
Volume 55,118 60,762 5,644 10.2% 221,986
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 669-7 667-1 658-0
R3 665-3 662-5 656-6
R2 660-7 660-7 656-3
R1 658-1 658-1 655-7 657-2
PP 656-3 656-3 656-3 655-7
S1 653-5 653-5 655-1 652-6
S2 651-7 651-7 654-5
S3 647-3 649-1 654-2
S4 642-7 644-5 653-0
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
5 662-0 639-4 22-4 3.4% 6-5 1.0% 71% False False 58,947
10 662-0 633-4 28-4 4.3% 6-5 1.0% 77% False False 54,245
20 662-0 633-4 28-4 4.3% 7-2 1.1% 77% False False 55,834
40 674-0 604-0 70-0 10.7% 7-2 1.1% 74% False False 52,199
60 677-0 594-2 82-6 12.6% 7-4 1.1% 74% False False 42,809
80 683-0 594-2 88-6 13.5% 7-5 1.2% 69% False False 38,167
100 683-0 594-2 88-6 13.5% 8-1 1.2% 69% False False 34,334
120 768-6 594-2 174-4 26.6% 8-3 1.3% 35% False False 31,127
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 678-1
2.618 670-6
1.618 666-2
1.000 663-4
0.618 661-6
HIGH 659-0
0.618 657-2
0.500 656-6
0.382 656-2
LOW 654-4
0.618 651-6
1.000 650-0
1.618 647-2
2.618 642-6
4.250 635-3
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 656-6 656-6
PP 656-3 656-3
S1 655-7 655-7

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

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