CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	566-4	572-4	6-0	1.1%	554-2
High	570-0	574-0	4-0	0.7%	570-0
Low	565-0	569-2	4-2	0.8%	554-2
Close	570-0	571-2	1-2	0.2%	570-0
Range	5-0	4-6	-0-2	-5.0%	15-6
ATR	6-6	6-5	-0-1	-2.1%	0-0
Volume	28,319	34,908	6,589	23.3%	174,711

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	585-6	583-2	573-7
R3	581-0	578-4	572-4
R2	576-2	576-2	572-1
R1	573-6	573-6	571-5	572-5
PP	571-4	571-4	571-4	571-0
S1	569-0	569-0	570-7	567-7
S2	566-6	566-6	570-3
S3	562-0	564-2	570-0
S4	557-2	559-4	568-5

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	612-0	606-6	578-5
R3	596-2	591-0	574-3
R2	580-4	580-4	572-7
R1	575-2	575-2	571-4	577-7
PP	564-6	564-6	564-6	566-0
S1	559-4	559-4	568-4	562-1
S2	549-0	549-0	567-1
S3	533-2	543-6	565-5
S4	517-4	528-0	561-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	574-0	557-2	16-6	2.9%	4-7	0.9%	84%	True	False	33,998
10	574-0	550-0	24-0	4.2%	5-2	0.9%	89%	True	False	33,285
20	581-2	550-0	31-2	5.5%	6-1	1.1%	68%	False	False	30,117

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	594-2
2.618	586-3
1.618	581-5
1.000	578-6
0.618	576-7
HIGH	574-0
0.618	572-1
0.500	571-5
0.382	571-1
LOW	569-2
0.618	566-3
1.000	564-4
1.618	561-5
2.618	556-7
4.250	549-0

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	571-5	570-5
PP	571-4	570-1
S1	571-3	569-4

Download as Excel Spreadsheet

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

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