CME Pit-Traded Corn Future September 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 590-0 592-2 2-2 0.4% 586-0
High 595-0 592-2 -2-6 -0.5% 596-6
Low 590-0 586-0 -4-0 -0.7% 584-2
Close 594-6 589-4 -5-2 -0.9% 596-6
Range 5-0 6-2 1-2 25.0% 12-4
ATR 7-1 7-2 0-1 1.6% 0-0
Volume 11,571 13,160 1,589 13.7% 48,598
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 608-0 605-0 593-0
R3 601-6 598-6 591-2
R2 595-4 595-4 590-5
R1 592-4 592-4 590-1 590-7
PP 589-2 589-2 589-2 588-4
S1 586-2 586-2 588-7 584-5
S2 583-0 583-0 588-3
S3 576-6 580-0 587-6
S4 570-4 573-6 586-0
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 630-1 625-7 603-5
R3 617-5 613-3 600-2
R2 605-1 605-1 599-0
R1 600-7 600-7 597-7 603-0
PP 592-5 592-5 592-5 593-5
S1 588-3 588-3 595-5 590-4
S2 580-1 580-1 594-4
S3 567-5 575-7 593-2
S4 555-1 563-3 589-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 596-6 586-0 10-6 1.8% 5-4 0.9% 33% False True 10,640
10 600-0 582-0 18-0 3.1% 6-4 1.1% 42% False False 11,760
20 605-2 582-0 23-2 3.9% 5-3 0.9% 32% False False 9,966
40 618-0 569-6 48-2 8.2% 4-6 0.8% 41% False False 8,095
60 618-0 564-0 54-0 9.2% 4-0 0.7% 47% False False 6,159
80 636-2 557-4 78-6 13.4% 4-0 0.7% 41% False False 5,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 618-6
2.618 608-5
1.618 602-3
1.000 598-4
0.618 596-1
HIGH 592-2
0.618 589-7
0.500 589-1
0.382 588-3
LOW 586-0
0.618 582-1
1.000 579-6
1.618 575-7
2.618 569-5
4.250 559-4
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 589-3 590-4
PP 589-2 590-1
S1 589-1 589-7

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

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