CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 605-0 595-4 -9-4 -1.6% 584-4
High 609-0 598-0 -11-0 -1.8% 604-6
Low 605-0 595-4 -9-4 -1.6% 584-4
Close 606-2 598-0 -8-2 -1.4% 604-4
Range 4-0 2-4 -1-4 -37.5% 20-2
ATR 6-7 7-2 0-2 4.0% 0-0
Volume 24,025 19,647 -4,378 -18.2% 58,793
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 604-5 603-7 599-3
R3 602-1 601-3 598-6
R2 599-5 599-5 598-4
R1 598-7 598-7 598-2 599-2
PP 597-1 597-1 597-1 597-3
S1 596-3 596-3 597-6 596-6
S2 594-5 594-5 597-4
S3 592-1 593-7 597-2
S4 589-5 591-3 596-5
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
5 609-0 595-4 13-4 2.3% 4-4 0.8% 19% False True 15,931
10 609-0 580-0 29-0 4.8% 5-1 0.9% 62% False False 13,878
20 609-0 580-0 29-0 4.8% 5-7 1.0% 62% False False 12,489
40 615-4 569-6 45-6 7.7% 5-1 0.8% 62% False False 10,231
60 618-0 564-2 53-6 9.0% 4-2 0.7% 63% False False 7,806
80 626-0 557-4 68-4 11.5% 4-2 0.7% 59% False False 6,367
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 14 trading days
Fibonacci Retracements and Extensions
4.250 608-5
2.618 604-4
1.618 602-0
1.000 600-4
0.618 599-4
HIGH 598-0
0.618 597-0
0.500 596-6
0.382 596-4
LOW 595-4
0.618 594-0
1.000 593-0
1.618 591-4
2.618 589-0
4.250 584-7
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 597-5 602-2
PP 597-1 600-7
S1 596-6 599-3

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

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