CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	564-4	565-0	0-4	0.1%	564-4
High	569-4	569-0	-0-4	-0.1%	565-4
Low	564-4	565-0	0-4	0.1%	550-0
Close	568-4	566-6	-1-6	-0.3%	558-0
Range	5-0	4-0	-1-0	-20.0%	15-4
ATR	7-1	6-7	-0-2	-3.1%	0-0
Volume	34,734	37,299	2,565	7.4%	123,235

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	578-7	576-7	569-0
R3	574-7	572-7	567-7
R2	570-7	570-7	567-4
R1	568-7	568-7	567-1	569-7
PP	566-7	566-7	566-7	567-4
S1	564-7	564-7	566-3	565-7
S2	562-7	562-7	566-0
S3	558-7	560-7	565-5
S4	554-7	556-7	564-4

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%	5-2	0.9%	86%	False	False	37,118
10	573-0	550-0	23-0	4.1%	5-4	1.0%	73%	False	False	31,865
20	581-4	550-0	31-4	5.6%	6-3	1.1%	53%	False	False	30,178

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	586-0
2.618	579-4
1.618	575-4
1.000	573-0
0.618	571-4
HIGH	569-0
0.618	567-4
0.500	567-0
0.382	566-4
LOW	565-0
0.618	562-4
1.000	561-0
1.618	558-4
2.618	554-4
4.250	548-0

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	567-0	565-5
PP	566-7	564-4
S1	566-7	563-3

Download as Excel Spreadsheet

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

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