CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 597-4 605-0 7-4 1.3% 584-4
High 604-6 609-0 4-2 0.7% 604-6
Low 596-0 605-0 9-0 1.5% 584-4
Close 604-4 606-2 1-6 0.3% 604-4
Range 8-6 4-0 -4-6 -54.3% 20-2
ATR 7-1 6-7 -0-1 -2.6% 0-0
Volume 14,111 24,025 9,914 70.3% 58,793
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 618-6 616-4 608-4
R3 614-6 612-4 607-3
R2 610-6 610-6 607-0
R1 608-4 608-4 606-5 609-5
PP 606-6 606-6 606-6 607-2
S1 604-4 604-4 605-7 605-5
S2 602-6 602-6 605-4
S3 598-6 600-4 605-1
S4 594-6 596-4 604-0
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
5 609-0 591-2 17-6 2.9% 5-0 0.8% 85% True False 13,994
10 609-0 580-0 29-0 4.8% 5-4 0.9% 91% True False 12,877
20 609-0 580-0 29-0 4.8% 6-0 1.0% 91% True False 11,923
40 615-4 569-6 45-6 7.5% 5-0 0.8% 80% False False 9,852
60 618-0 564-2 53-6 8.9% 4-2 0.7% 78% False False 7,542
80 636-2 557-4 78-6 13.0% 4-2 0.7% 62% False False 6,150
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 626-0
2.618 619-4
1.618 615-4
1.000 613-0
0.618 611-4
HIGH 609-0
0.618 607-4
0.500 607-0
0.382 606-4
LOW 605-0
0.618 602-4
1.000 601-0
1.618 598-4
2.618 594-4
4.250 588-0
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 607-0 605-0
PP 606-6 603-6
S1 606-4 602-4

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

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