CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 609-4 618-0 8-4 1.4% 600-0
High 613-2 618-0 4-6 0.8% 613-2
Low 609-4 618-0 8-4 1.4% 600-0
Close 613-2 618-0 4-6 0.8% 613-2
Range 3-6 0-0 -3-6 -100.0% 13-2
ATR 6-7 6-5 -0-1 -2.2% 0-0
Volume 3,234 3,273 39 1.2% 10,341
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 618-0 618-0 618-0
R3 618-0 618-0 618-0
R2 618-0 618-0 618-0
R1 618-0 618-0 618-0 618-0
PP 618-0 618-0 618-0 618-0
S1 618-0 618-0 618-0 618-0
S2 618-0 618-0 618-0
S3 618-0 618-0 618-0
S4 618-0 618-0 618-0
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 648-5 644-1 620-4
R3 635-3 630-7 616-7
R2 622-1 622-1 615-5
R1 617-5 617-5 614-4 619-7
PP 608-7 608-7 608-7 610-0
S1 604-3 604-3 612-0 606-5
S2 595-5 595-5 610-7
S3 582-3 591-1 609-5
S4 569-1 577-7 606-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 618-0 600-0 18-0 2.9% 2-7 0.5% 100% True False 2,722
10 618-0 576-0 42-0 6.8% 2-4 0.4% 100% True False 2,581
20 618-0 564-2 53-6 8.7% 2-2 0.4% 100% True False 2,567
40 636-2 557-4 78-6 12.7% 3-4 0.6% 77% False False 2,268
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 618-0
2.618 618-0
1.618 618-0
1.000 618-0
0.618 618-0
HIGH 618-0
0.618 618-0
0.500 618-0
0.382 618-0
LOW 618-0
0.618 618-0
1.000 618-0
1.618 618-0
2.618 618-0
4.250 618-0
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 618-0 615-7
PP 618-0 613-7
S1 618-0 611-6

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

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