CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 586-6 584-4 -2-2 -0.4% 592-6
High 588-2 588-6 0-4 0.1% 595-0
Low 580-0 584-4 4-4 0.8% 580-0
Close 588-2 587-4 -0-6 -0.1% 588-2
Range 8-2 4-2 -4-0 -48.5% 15-0
ATR 7-3 7-2 -0-2 -3.1% 0-0
Volume 11,584 12,845 1,261 10.9% 45,957
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 599-5 597-7 589-7
R3 595-3 593-5 588-5
R2 591-1 591-1 588-2
R1 589-3 589-3 587-7 590-2
PP 586-7 586-7 586-7 587-3
S1 585-1 585-1 587-1 586-0
S2 582-5 582-5 586-6
S3 578-3 580-7 586-3
S4 574-1 576-5 585-1
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 632-6 625-4 596-4
R3 617-6 610-4 592-3
R2 602-6 602-6 591-0
R1 595-4 595-4 589-5 591-5
PP 587-6 587-6 587-6 585-6
S1 580-4 580-4 586-7 576-5
S2 572-6 572-6 585-4
S3 557-6 565-4 584-1
S4 542-6 550-4 580-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 595-0 580-0 15-0 2.6% 6-0 1.0% 50% False False 11,760
10 596-6 580-0 16-6 2.9% 5-6 1.0% 45% False False 10,740
20 605-2 580-0 25-2 4.3% 5-6 1.0% 30% False False 10,274
40 618-0 569-6 48-2 8.2% 4-6 0.8% 37% False False 8,599
60 618-0 564-2 53-6 9.1% 4-0 0.7% 43% False False 6,524
80 636-2 557-4 78-6 13.4% 4-1 0.7% 38% False False 5,395
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 606-6
2.618 599-7
1.618 595-5
1.000 593-0
0.618 591-3
HIGH 588-6
0.618 587-1
0.500 586-5
0.382 586-1
LOW 584-4
0.618 581-7
1.000 580-2
1.618 577-5
2.618 573-3
4.250 566-4
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 587-2 587-0
PP 586-7 586-5
S1 586-5 586-1

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

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