CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 595-4 596-2 0-6 0.1% 584-4
High 598-0 596-2 -1-6 -0.3% 604-6
Low 595-4 586-4 -9-0 -1.5% 584-4
Close 598-0 589-4 -8-4 -1.4% 604-4
Range 2-4 9-6 7-2 290.0% 20-2
ATR 7-2 7-4 0-2 4.3% 0-0
Volume 19,647 13,647 -6,000 -30.5% 58,793
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 620-0 614-4 594-7
R3 610-2 604-6 592-1
R2 600-4 600-4 591-2
R1 595-0 595-0 590-3 592-7
PP 590-6 590-6 590-6 589-6
S1 585-2 585-2 588-5 583-1
S2 581-0 581-0 587-6
S3 571-2 575-4 586-7
S4 561-4 565-6 584-1
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
5 609-0 586-4 22-4 3.8% 5-6 1.0% 13% False True 16,724
10 609-0 580-0 29-0 4.9% 5-5 0.9% 33% False False 14,085
20 609-0 580-0 29-0 4.9% 6-2 1.0% 33% False False 12,747
40 613-0 569-6 43-2 7.3% 5-1 0.9% 46% False False 10,479
60 618-0 564-2 53-6 9.1% 4-3 0.7% 47% False False 7,989
80 626-0 557-4 68-4 11.6% 4-3 0.7% 47% False False 6,520
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 0-3
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 637-6
2.618 621-6
1.618 612-0
1.000 606-0
0.618 602-2
HIGH 596-2
0.618 592-4
0.500 591-3
0.382 590-2
LOW 586-4
0.618 580-4
1.000 576-6
1.618 570-6
2.618 561-0
4.250 545-0
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 591-3 597-6
PP 590-6 595-0
S1 590-1 592-2

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

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