CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 791-4 799-0 7-4 0.9% 810-0
High 799-0 799-4 0-4 0.1% 815-4
Low 791-4 781-0 -10-4 -1.3% 789-0
Close 795-0 781-0 -14-0 -1.8% 795-0
Range 7-4 18-4 11-0 146.7% 26-4
ATR 14-3 14-5 0-2 2.1% 0-0
Volume 2,999 3,282 283 9.4% 19,922
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 842-5 830-3 791-1
R3 824-1 811-7 786-1
R2 805-5 805-5 784-3
R1 793-3 793-3 782-6 790-2
PP 787-1 787-1 787-1 785-5
S1 774-7 774-7 779-2 771-6
S2 768-5 768-5 777-5
S3 750-1 756-3 775-7
S4 731-5 737-7 770-7
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 879-3 863-5 809-5
R3 852-7 837-1 802-2
R2 826-3 826-3 799-7
R1 810-5 810-5 797-3 805-2
PP 799-7 799-7 799-7 797-1
S1 784-1 784-1 792-5 778-6
S2 773-3 773-3 790-1
S3 746-7 757-5 787-6
S4 720-3 731-1 780-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 815-4 781-0 34-4 4.4% 12-0 1.5% 0% False True 4,640
10 817-0 781-0 36-0 4.6% 11-2 1.4% 0% False True 23,290
20 832-6 779-0 53-6 6.9% 10-3 1.3% 4% False False 44,362
40 832-6 766-0 66-6 8.5% 12-5 1.6% 22% False False 64,008
60 832-6 509-4 323-2 41.4% 13-6 1.8% 84% False False 72,993
80 832-6 509-4 323-2 41.4% 12-5 1.6% 84% False False 67,878
100 832-6 507-0 325-6 41.7% 11-6 1.5% 84% False False 61,175
120 832-6 507-0 325-6 41.7% 11-0 1.4% 84% False False 54,972
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 878-1
2.618 847-7
1.618 829-3
1.000 818-0
0.618 810-7
HIGH 799-4
0.618 792-3
0.500 790-2
0.382 788-1
LOW 781-0
0.618 769-5
1.000 762-4
1.618 751-1
2.618 732-5
4.250 702-3
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 790-2 790-2
PP 787-1 787-1
S1 784-1 784-1

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

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