CME Pit-Traded Corn Future May 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 650-4 652-4 2-0 0.3% 638-4
High 658-4 655-0 -3-4 -0.5% 661-2
Low 650-0 637-4 -12-4 -1.9% 636-4
Close 654-0 638-6 -15-2 -2.3% 655-0
Range 8-4 17-4 9-0 105.9% 24-6
ATR 10-0 10-4 0-4 5.3% 0-0
Volume 140,384 181,887 41,503 29.6% 820,966
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 696-2 685-0 648-3
R3 678-6 667-4 643-4
R2 661-2 661-2 642-0
R1 650-0 650-0 640-3 646-7
PP 643-6 643-6 643-6 642-2
S1 632-4 632-4 637-1 629-3
S2 626-2 626-2 635-4
S3 608-6 615-0 634-0
S4 591-2 597-4 629-1
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 725-1 714-7 668-5
R3 700-3 690-1 661-6
R2 675-5 675-5 659-4
R1 665-3 665-3 657-2 670-4
PP 650-7 650-7 650-7 653-4
S1 640-5 640-5 652-6 645-6
S2 626-1 626-1 650-4
S3 601-3 615-7 648-2
S4 576-5 591-1 641-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665-0 637-4 27-4 4.3% 10-3 1.6% 5% False True 154,914
10 665-0 635-2 29-6 4.7% 9-6 1.5% 12% False False 152,820
20 665-0 629-0 36-0 5.6% 10-1 1.6% 27% False False 127,137
40 665-0 599-2 65-6 10.3% 8-7 1.4% 60% False False 89,461
60 671-0 587-0 84-0 13.2% 8-4 1.3% 62% False False 69,573
80 671-0 587-0 84-0 13.2% 8-6 1.4% 62% False False 59,291
100 681-0 587-0 94-0 14.7% 8-5 1.3% 55% False False 50,763
120 741-0 587-0 154-0 24.1% 9-2 1.4% 34% False False 44,551
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 2-3
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 729-3
2.618 700-7
1.618 683-3
1.000 672-4
0.618 665-7
HIGH 655-0
0.618 648-3
0.500 646-2
0.382 644-1
LOW 637-4
0.618 626-5
1.000 620-0
1.618 609-1
2.618 591-5
4.250 563-1
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 646-2 651-2
PP 643-6 647-1
S1 641-2 642-7

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

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