CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 635-0 626-4 -8-4 -1.3% 644-6
High 638-0 637-0 -1-0 -0.2% 652-0
Low 625-4 626-4 1-0 0.2% 628-4
Close 627-0 636-2 9-2 1.5% 631-6
Range 12-4 10-4 -2-0 -16.0% 23-4
ATR 11-5 11-4 -0-1 -0.7% 0-0
Volume 172,728 184,423 11,695 6.8% 942,450
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 664-6 661-0 642-0
R3 654-2 650-4 639-1
R2 643-6 643-6 638-1
R1 640-0 640-0 637-2 641-7
PP 633-2 633-2 633-2 634-2
S1 629-4 629-4 635-2 631-3
S2 622-6 622-6 634-3
S3 612-2 619-0 633-3
S4 601-6 608-4 630-4
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 707-7 693-3 644-5
R3 684-3 669-7 638-2
R2 660-7 660-7 636-0
R1 646-3 646-3 633-7 641-7
PP 637-3 637-3 637-3 635-2
S1 622-7 622-7 629-5 618-3
S2 613-7 613-7 627-4
S3 590-3 599-3 625-2
S4 566-7 575-7 618-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643-0 625-4 17-4 2.8% 10-0 1.6% 61% False False 186,099
10 652-0 625-4 26-4 4.2% 10-0 1.6% 41% False False 183,596
20 652-0 601-2 50-6 8.0% 10-3 1.6% 69% False False 171,059
40 664-0 592-4 71-4 11.2% 9-6 1.5% 61% False False 152,827
60 664-0 560-0 104-0 16.3% 10-4 1.6% 73% False False 147,842
80 674-0 560-0 114-0 17.9% 10-7 1.7% 67% False False 133,242
100 677-4 560-0 117-4 18.5% 11-3 1.8% 65% False False 115,572
120 788-0 560-0 228-0 35.8% 12-0 1.9% 33% False False 101,683
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 681-5
2.618 664-4
1.618 654-0
1.000 647-4
0.618 643-4
HIGH 637-0
0.618 633-0
0.500 631-6
0.382 630-4
LOW 626-4
0.618 620-0
1.000 616-0
1.618 609-4
2.618 599-0
4.250 581-7
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 634-6 635-1
PP 633-2 634-0
S1 631-6 632-7

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

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