CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 659-0 657-0 -2-0 -0.3% 635-2
High 664-4 659-0 -5-4 -0.8% 660-0
Low 658-0 643-4 -14-4 -2.2% 633-2
Close 658-0 643-6 -14-2 -2.2% 659-0
Range 6-4 15-4 9-0 138.5% 26-6
ATR 10-2 10-5 0-3 3.6% 0-0
Volume 7,162 6,293 -869 -12.1% 241,503
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 695-2 685-0 652-2
R3 679-6 669-4 648-0
R2 664-2 664-2 646-5
R1 654-0 654-0 645-1 651-3
PP 648-6 648-6 648-6 647-4
S1 638-4 638-4 642-3 635-7
S2 633-2 633-2 640-7
S3 617-6 623-0 639-4
S4 602-2 607-4 635-2
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
5 669-0 643-4 25-4 4.0% 9-6 1.5% 1% False True 11,374
10 669-0 633-2 35-6 5.6% 9-2 1.4% 29% False False 51,777
20 669-0 625-4 43-4 6.8% 10-2 1.6% 42% False False 121,761
40 669-0 592-4 76-4 11.9% 9-5 1.5% 67% False False 137,945
60 669-0 576-4 92-4 14.4% 9-5 1.5% 73% False False 133,938
80 669-0 560-0 109-0 16.9% 10-5 1.6% 77% False False 135,151
100 674-0 560-0 114-0 17.7% 10-6 1.7% 73% False False 120,414
120 733-4 560-0 173-4 27.0% 11-3 1.8% 48% False False 106,862
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 724-7
2.618 699-5
1.618 684-1
1.000 674-4
0.618 668-5
HIGH 659-0
0.618 653-1
0.500 651-2
0.382 649-3
LOW 643-4
0.618 633-7
1.000 628-0
1.618 618-3
2.618 602-7
4.250 577-5
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 651-2 656-2
PP 648-6 652-1
S1 646-2 647-7

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

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