CME Pit-Traded Corn Future July 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 658-4 652-0 -6-4 -1.0% 641-0
High 665-0 658-0 -7-0 -1.1% 662-0
Low 657-0 651-0 -6-0 -0.9% 641-0
Close 662-2 655-0 -7-2 -1.1% 656-2
Range 8-0 7-0 -1-0 -12.5% 21-0
ATR 8-5 8-6 0-2 2.2% 0-0
Volume 61,012 58,651 -2,361 -3.9% 286,550
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 675-5 672-3 658-7
R3 668-5 665-3 656-7
R2 661-5 661-5 656-2
R1 658-3 658-3 655-5 660-0
PP 654-5 654-5 654-5 655-4
S1 651-3 651-3 654-3 653-0
S2 647-5 647-5 653-6
S3 640-5 644-3 653-1
S4 633-5 637-3 651-1
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 716-1 707-1 667-6
R3 695-1 686-1 662-0
R2 674-1 674-1 660-1
R1 665-1 665-1 658-1 669-5
PP 653-1 653-1 653-1 655-2
S1 644-1 644-1 654-3 648-5
S2 632-1 632-1 652-3
S3 611-1 623-1 650-4
S4 590-1 602-1 644-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665-0 650-0 15-0 2.3% 6-2 1.0% 33% False False 58,900
10 665-0 636-2 28-6 4.4% 6-6 1.0% 65% False False 57,915
20 665-0 633-4 31-4 4.8% 7-3 1.1% 68% False False 57,565
40 672-0 604-0 68-0 10.4% 7-2 1.1% 75% False False 53,342
60 677-0 594-2 82-6 12.6% 7-3 1.1% 73% False False 44,076
80 682-0 594-2 87-6 13.4% 7-6 1.2% 69% False False 39,712
100 683-0 594-2 88-6 13.5% 7-6 1.2% 68% False False 35,700
120 749-0 594-2 154-6 23.6% 8-3 1.3% 39% False False 32,281
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 687-6
2.618 676-3
1.618 669-3
1.000 665-0
0.618 662-3
HIGH 658-0
0.618 655-3
0.500 654-4
0.382 653-5
LOW 651-0
0.618 646-5
1.000 644-0
1.618 639-5
2.618 632-5
4.250 621-2
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 654-7 657-4
PP 654-5 656-5
S1 654-4 655-7

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

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