CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 656-6 652-2 -4-4 -0.7% 641-0
High 659-0 657-0 -2-0 -0.3% 662-0
Low 654-4 650-0 -4-4 -0.7% 641-0
Close 655-4 656-2 0-6 0.1% 656-2
Range 4-4 7-0 2-4 55.6% 21-0
ATR 8-5 8-4 -0-1 -1.4% 0-0
Volume 60,762 58,961 -1,801 -3.0% 286,550
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 675-3 672-7 660-1
R3 668-3 665-7 658-1
R2 661-3 661-3 657-4
R1 658-7 658-7 656-7 660-1
PP 654-3 654-3 654-3 655-0
S1 651-7 651-7 655-5 653-1
S2 647-3 647-3 655-0
S3 640-3 644-7 654-3
S4 633-3 637-7 652-3
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 716-1 707-1 667-6
R3 695-1 686-1 662-0
R2 674-1 674-1 660-1
R1 665-1 665-1 658-1 669-5
PP 653-1 653-1 653-1 655-2
S1 644-1 644-1 654-3 648-5
S2 632-1 632-1 652-3
S3 611-1 623-1 650-4
S4 590-1 602-1 644-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662-0 641-0 21-0 3.2% 6-5 1.0% 73% False False 57,310
10 662-0 635-0 27-0 4.1% 6-3 1.0% 79% False False 56,075
20 662-0 633-4 28-4 4.3% 7-1 1.1% 80% False False 56,346
40 672-0 604-0 68-0 10.4% 7-2 1.1% 77% False False 52,542
60 677-0 594-2 82-6 12.6% 7-4 1.1% 75% False False 43,243
80 683-0 594-2 88-6 13.5% 7-5 1.2% 70% False False 38,655
100 683-0 594-2 88-6 13.5% 8-1 1.2% 70% False False 34,755
120 768-6 594-2 174-4 26.6% 8-4 1.3% 36% False False 31,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 686-6
2.618 675-3
1.618 668-3
1.000 664-0
0.618 661-3
HIGH 657-0
0.618 654-3
0.500 653-4
0.382 652-5
LOW 650-0
0.618 645-5
1.000 643-0
1.618 638-5
2.618 631-5
4.250 620-2
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 655-3 656-1
PP 654-3 656-1
S1 653-4 656-0

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

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