CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 662-4 659-0 -3-4 -0.5% 635-2
High 669-0 664-4 -4-4 -0.7% 660-0
Low 660-0 658-0 -2-0 -0.3% 633-2
Close 666-2 658-0 -8-2 -1.2% 659-0
Range 9-0 6-4 -2-4 -27.8% 26-6
ATR 10-4 10-2 -0-1 -1.5% 0-0
Volume 10,499 7,162 -3,337 -31.8% 241,503
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 679-5 675-3 661-5
R3 673-1 668-7 659-6
R2 666-5 666-5 659-2
R1 662-3 662-3 658-5 661-2
PP 660-1 660-1 660-1 659-5
S1 655-7 655-7 657-3 654-6
S2 653-5 653-5 656-6
S3 647-1 649-3 656-2
S4 640-5 642-7 654-3
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 731-0 721-6 673-6
R3 704-2 695-0 666-3
R2 677-4 677-4 663-7
R1 668-2 668-2 661-4 672-7
PP 650-6 650-6 650-6 653-0
S1 641-4 641-4 656-4 646-1
S2 624-0 624-0 654-1
S3 597-2 614-6 651-5
S4 570-4 588-0 644-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 669-0 648-0 21-0 3.2% 7-6 1.2% 48% False False 19,929
10 669-0 628-4 40-4 6.2% 8-6 1.3% 73% False False 66,628
20 669-0 625-4 43-4 6.6% 9-6 1.5% 75% False False 129,891
40 669-0 592-4 76-4 11.6% 9-4 1.5% 86% False False 142,224
60 669-0 560-0 109-0 16.6% 10-0 1.5% 90% False False 136,119
80 669-0 560-0 109-0 16.6% 10-4 1.6% 90% False False 136,698
100 674-0 560-0 114-0 17.3% 10-6 1.6% 86% False False 120,902
120 740-0 560-0 180-0 27.4% 11-2 1.7% 54% False False 107,197
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 2-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 692-1
2.618 681-4
1.618 675-0
1.000 671-0
0.618 668-4
HIGH 664-4
0.618 662-0
0.500 661-2
0.382 660-4
LOW 658-0
0.618 654-0
1.000 651-4
1.618 647-4
2.618 641-0
4.250 630-3
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 661-2 658-4
PP 660-1 658-3
S1 659-1 658-1

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

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