CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 596-2 594-2 -2-0 -0.3% 584-4
High 596-2 594-4 -1-6 -0.3% 604-6
Low 586-4 586-2 -0-2 0.0% 584-4
Close 589-4 590-0 0-4 0.1% 604-4
Range 9-6 8-2 -1-4 -15.4% 20-2
ATR 7-4 7-4 0-0 0.7% 0-0
Volume 13,647 24,800 11,153 81.7% 58,793
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 615-0 610-6 594-4
R3 606-6 602-4 592-2
R2 598-4 598-4 591-4
R1 594-2 594-2 590-6 592-2
PP 590-2 590-2 590-2 589-2
S1 586-0 586-0 589-2 584-0
S2 582-0 582-0 588-4
S3 573-6 577-6 587-6
S4 565-4 569-4 585-4
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
5 609-0 586-2 22-6 3.9% 6-5 1.1% 16% False True 19,246
10 609-0 580-0 29-0 4.9% 5-6 1.0% 34% False False 15,249
20 609-0 580-0 29-0 4.9% 6-1 1.0% 34% False False 13,504
40 611-4 569-6 41-6 7.1% 5-3 0.9% 49% False False 10,949
60 618-0 564-2 53-6 9.1% 4-3 0.8% 48% False False 8,350
80 618-0 557-4 60-4 10.3% 4-2 0.7% 54% False False 6,810
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
4.250 629-4
2.618 616-1
1.618 607-7
1.000 602-6
0.618 599-5
HIGH 594-4
0.618 591-3
0.500 590-3
0.382 589-3
LOW 586-2
0.618 581-1
1.000 578-0
1.618 572-7
2.618 564-5
4.250 551-2
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 590-3 592-1
PP 590-2 591-3
S1 590-1 590-6

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

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