CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 584-4 591-2 6-6 1.2% 592-6
High 588-6 596-0 7-2 1.2% 595-0
Low 584-4 591-2 6-6 1.2% 580-0
Close 587-4 595-6 8-2 1.4% 588-2
Range 4-2 4-6 0-4 11.8% 15-0
ATR 7-2 7-2 0-1 1.3% 0-0
Volume 12,845 9,963 -2,882 -22.4% 45,957
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 608-5 606-7 598-3
R3 603-7 602-1 597-0
R2 599-1 599-1 596-5
R1 597-3 597-3 596-1 598-2
PP 594-3 594-3 594-3 594-6
S1 592-5 592-5 595-3 593-4
S2 589-5 589-5 594-7
S3 584-7 587-7 594-4
S4 580-1 583-1 593-1
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
5 596-0 580-0 16-0 2.7% 5-6 1.0% 98% True False 11,824
10 596-6 580-0 16-6 2.8% 5-4 0.9% 94% False False 10,681
20 605-2 580-0 25-2 4.2% 5-7 1.0% 62% False False 10,430
40 618-0 569-6 48-2 8.1% 4-7 0.8% 54% False False 8,777
60 618-0 564-2 53-6 9.0% 4-0 0.7% 59% False False 6,656
80 636-2 557-4 78-6 13.2% 4-1 0.7% 49% False False 5,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 616-2
2.618 608-3
1.618 603-5
1.000 600-6
0.618 598-7
HIGH 596-0
0.618 594-1
0.500 593-5
0.382 593-1
LOW 591-2
0.618 588-3
1.000 586-4
1.618 583-5
2.618 578-7
4.250 571-0
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 595-0 593-1
PP 594-3 590-5
S1 593-5 588-0

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

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