CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 596-6 597-4 0-6 0.1% 584-4
High 599-4 604-6 5-2 0.9% 604-6
Low 596-0 596-0 0-0 0.0% 584-4
Close 598-0 604-4 6-4 1.1% 604-4
Range 3-4 8-6 5-2 150.0% 20-2
ATR 7-0 7-1 0-1 1.8% 0-0
Volume 12,190 14,111 1,921 15.8% 58,793
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 628-0 625-0 609-2
R3 619-2 616-2 606-7
R2 610-4 610-4 606-1
R1 607-4 607-4 605-2 609-0
PP 601-6 601-6 601-6 602-4
S1 598-6 598-6 603-6 600-2
S2 593-0 593-0 602-7
S3 584-2 590-0 602-1
S4 575-4 581-2 599-6
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 658-5 651-7 615-5
R3 638-3 631-5 610-1
R2 618-1 618-1 608-2
R1 611-3 611-3 606-3 614-6
PP 597-7 597-7 597-7 599-5
S1 591-1 591-1 602-5 594-4
S2 577-5 577-5 600-6
S3 557-3 570-7 598-7
S4 537-1 550-5 593-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 604-6 584-4 20-2 3.3% 5-0 0.8% 99% True False 11,758
10 604-6 580-0 24-6 4.1% 5-3 0.9% 99% True False 11,383
20 605-2 580-0 25-2 4.2% 6-1 1.0% 97% False False 11,160
40 615-4 569-6 45-6 7.6% 5-1 0.8% 76% False False 9,353
60 618-0 564-2 53-6 8.9% 4-1 0.7% 75% False False 7,164
80 636-2 557-4 78-6 13.0% 4-2 0.7% 60% False False 5,866
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 0-4
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 642-0
2.618 627-5
1.618 618-7
1.000 613-4
0.618 610-1
HIGH 604-6
0.618 601-3
0.500 600-3
0.382 599-3
LOW 596-0
0.618 590-5
1.000 587-2
1.618 581-7
2.618 573-1
4.250 558-6
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 603-1 603-1
PP 601-6 601-6
S1 600-3 600-3

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

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