CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 592-2 586-6 -5-4 -0.9% 592-6
High 592-2 588-2 -4-0 -0.7% 595-0
Low 586-0 580-0 -6-0 -1.0% 580-0
Close 589-4 588-2 -1-2 -0.2% 588-2
Range 6-2 8-2 2-0 32.0% 15-0
ATR 7-2 7-3 0-1 2.2% 0-0
Volume 13,160 11,584 -1,576 -12.0% 45,957
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 610-2 607-4 592-6
R3 602-0 599-2 590-4
R2 593-6 593-6 589-6
R1 591-0 591-0 589-0 592-3
PP 585-4 585-4 585-4 586-2
S1 582-6 582-6 587-4 584-1
S2 577-2 577-2 586-6
S3 569-0 574-4 586-0
S4 560-6 566-2 583-6
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 632-6 625-4 596-4
R3 617-6 610-4 592-3
R2 602-6 602-6 591-0
R1 595-4 595-4 589-5 591-5
PP 587-6 587-6 587-6 585-6
S1 580-4 580-4 586-7 576-5
S2 572-6 572-6 585-4
S3 557-6 565-4 584-1
S4 542-6 550-4 580-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 596-6 580-0 16-6 2.8% 5-7 1.0% 49% False True 11,008
10 596-6 580-0 16-6 2.8% 6-1 1.0% 49% False True 10,969
20 605-2 580-0 25-2 4.3% 5-5 1.0% 33% False True 10,160
40 618-0 569-6 48-2 8.2% 4-7 0.8% 38% False False 8,364
60 618-0 564-2 53-6 9.1% 4-0 0.7% 45% False False 6,334
80 636-2 557-4 78-6 13.4% 4-0 0.7% 39% False False 5,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 623-2
2.618 609-7
1.618 601-5
1.000 596-4
0.618 593-3
HIGH 588-2
0.618 585-1
0.500 584-1
0.382 583-1
LOW 580-0
0.618 574-7
1.000 571-6
1.618 566-5
2.618 558-3
4.250 545-0
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 586-7 588-0
PP 585-4 587-6
S1 584-1 587-4

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

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