CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	557-4	564-4	7-0	1.3%	564-4
High	563-0	569-4	6-4	1.2%	565-4
Low	557-2	564-4	7-2	1.3%	550-0
Close	563-4	568-4	5-0	0.9%	558-0
Range	5-6	5-0	-0-6	-13.0%	15-4
ATR	7-1	7-1	-0-1	-1.2%	0-0
Volume	34,730	34,734	4	0.0%	123,235

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	582-4	580-4	571-2
R3	577-4	575-4	569-7
R2	572-4	572-4	569-3
R1	570-4	570-4	569-0	571-4
PP	567-4	567-4	567-4	568-0
S1	565-4	565-4	568-0	566-4
S2	562-4	562-4	567-5
S3	557-4	560-4	567-1
S4	552-4	555-4	565-6

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	604-3	596-5	566-4
R3	588-7	581-1	562-2
R2	573-3	573-3	560-7
R1	565-5	565-5	559-3	561-6
PP	557-7	557-7	557-7	555-7
S1	550-1	550-1	556-5	546-2
S2	542-3	542-3	555-1
S3	526-7	534-5	553-6
S4	511-3	519-1	549-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	569-4	550-0	19-4	3.4%	6-0	1.1%	95%	True	False	36,163
10	573-0	550-0	23-0	4.0%	6-0	1.1%	80%	False	False	30,602
20	581-4	550-0	31-4	5.5%	6-4	1.1%	59%	False	False	29,651

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	0-7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	590-6
2.618	582-5
1.618	577-5
1.000	574-4
0.618	572-5
HIGH	569-4
0.618	567-5
0.500	567-0
0.382	566-3
LOW	564-4
0.618	561-3
1.000	559-4
1.618	556-3
2.618	551-3
4.250	543-2

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	568-0	566-2
PP	567-4	564-1
S1	567-0	561-7

Download as Excel Spreadsheet

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

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