CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 591-2 597-2 6-0 1.0% 592-6
High 596-0 601-0 5-0 0.8% 595-0
Low 591-2 597-2 6-0 1.0% 580-0
Close 595-6 600-6 5-0 0.8% 588-2
Range 4-6 3-6 -1-0 -21.1% 15-0
ATR 7-2 7-1 -0-1 -2.0% 0-0
Volume 9,963 9,684 -279 -2.8% 45,957
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 610-7 609-5 602-6
R3 607-1 605-7 601-6
R2 603-3 603-3 601-4
R1 602-1 602-1 601-1 602-6
PP 599-5 599-5 599-5 600-0
S1 598-3 598-3 600-3 599-0
S2 595-7 595-7 600-0
S3 592-1 594-5 599-6
S4 588-3 590-7 598-6
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
5 601-0 580-0 21-0 3.5% 5-4 0.9% 99% True False 11,447
10 601-0 580-0 21-0 3.5% 5-5 0.9% 99% True False 10,602
20 605-2 580-0 25-2 4.2% 5-7 1.0% 82% False False 10,694
40 618-0 569-6 48-2 8.0% 4-7 0.8% 64% False False 8,938
60 618-0 564-2 53-6 8.9% 4-0 0.7% 68% False False 6,783
80 636-2 557-4 78-6 13.1% 4-2 0.7% 55% False False 5,599
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 617-0
2.618 610-7
1.618 607-1
1.000 604-6
0.618 603-3
HIGH 601-0
0.618 599-5
0.500 599-1
0.382 598-5
LOW 597-2
0.618 594-7
1.000 593-4
1.618 591-1
2.618 587-3
4.250 581-2
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 600-2 598-1
PP 599-5 595-3
S1 599-1 592-6

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

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