CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 611-2 602-2 -9-0 -1.5% 618-0
High 611-2 602-2 -9-0 -1.5% 618-0
Low 603-2 602-2 -1-0 -0.2% 602-2
Close 606-4 602-2 -4-2 -0.7% 602-2
Range 8-0 0-0 -8-0 -100.0% 15-6
ATR 7-0 6-6 -0-2 -2.8% 0-0
Volume 4,073 4,511 438 10.8% 18,278
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 602-2 602-2 602-2
R3 602-2 602-2 602-2
R2 602-2 602-2 602-2
R1 602-2 602-2 602-2 602-2
PP 602-2 602-2 602-2 602-2
S1 602-2 602-2 602-2 602-2
S2 602-2 602-2 602-2
S3 602-2 602-2 602-2
S4 602-2 602-2 602-2
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 654-6 644-2 610-7
R3 639-0 628-4 606-5
R2 623-2 623-2 605-1
R1 612-6 612-6 603-6 610-1
PP 607-4 607-4 607-4 606-2
S1 597-0 597-0 600-6 594-3
S2 591-6 591-6 599-3
S3 576-0 581-2 597-7
S4 560-2 565-4 593-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 618-0 602-2 15-6 2.6% 2-7 0.5% 0% False True 4,302
10 618-0 589-2 28-6 4.8% 3-1 0.5% 45% False False 3,459
20 618-0 564-2 53-6 8.9% 2-5 0.4% 71% False False 2,956
40 626-0 557-4 68-4 11.4% 3-4 0.6% 65% False False 2,503
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 602-2
2.618 602-2
1.618 602-2
1.000 602-2
0.618 602-2
HIGH 602-2
0.618 602-2
0.500 602-2
0.382 602-2
LOW 602-2
0.618 602-2
1.000 602-2
1.618 602-2
2.618 602-2
4.250 602-2
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 602-2 610-0
PP 602-2 607-3
S1 602-2 604-7

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

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