CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 597-2 596-6 -0-4 -0.1% 592-6
High 601-0 599-4 -1-4 -0.2% 595-0
Low 597-2 596-0 -1-2 -0.2% 580-0
Close 600-6 598-0 -2-6 -0.5% 588-2
Range 3-6 3-4 -0-2 -6.7% 15-0
ATR 7-1 7-0 -0-1 -2.4% 0-0
Volume 9,684 12,190 2,506 25.9% 45,957
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 608-3 606-5 599-7
R3 604-7 603-1 599-0
R2 601-3 601-3 598-5
R1 599-5 599-5 598-3 600-4
PP 597-7 597-7 597-7 598-2
S1 596-1 596-1 597-5 597-0
S2 594-3 594-3 597-3
S3 590-7 592-5 597-0
S4 587-3 589-1 596-1
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
5 601-0 580-0 21-0 3.5% 4-7 0.8% 86% False False 11,253
10 601-0 580-0 21-0 3.5% 5-2 0.9% 86% False False 10,946
20 605-2 580-0 25-2 4.2% 5-6 1.0% 71% False False 11,045
40 617-6 569-6 48-0 8.0% 5-0 0.8% 59% False False 9,161
60 618-0 564-2 53-6 9.0% 4-0 0.7% 63% False False 6,963
80 636-2 557-4 78-6 13.2% 4-2 0.7% 51% False False 5,714
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 614-3
2.618 608-5
1.618 605-1
1.000 603-0
0.618 601-5
HIGH 599-4
0.618 598-1
0.500 597-6
0.382 597-3
LOW 596-0
0.618 593-7
1.000 592-4
1.618 590-3
2.618 586-7
4.250 581-1
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 597-7 597-3
PP 597-7 596-6
S1 597-6 596-1

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

View Archives - Comment on this page... - Back to Index of Symbols