CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 602-2 615-4 13-2 2.2% 618-0
High 602-2 615-4 13-2 2.2% 618-0
Low 602-2 610-2 8-0 1.3% 602-2
Close 602-2 610-2 8-0 1.3% 602-2
Range 0-0 5-2 5-2 15-6
ATR 6-6 7-2 0-4 6.8% 0-0
Volume 4,511 3,717 -794 -17.6% 18,278
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 627-6 624-2 613-1
R3 622-4 619-0 611-6
R2 617-2 617-2 611-2
R1 613-6 613-6 610-6 612-7
PP 612-0 612-0 612-0 611-4
S1 608-4 608-4 609-6 607-5
S2 606-6 606-6 609-2
S3 601-4 603-2 608-6
S4 596-2 598-0 607-3
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% 3-2 0.5% 51% False False 4,399
10 618-0 589-2 28-6 4.7% 3-4 0.6% 73% False False 3,515
20 618-0 564-2 53-6 8.8% 2-7 0.5% 86% False False 3,010
40 626-0 557-4 68-4 11.2% 3-5 0.6% 77% False False 2,562
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 0-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 637-6
2.618 629-2
1.618 624-0
1.000 620-6
0.618 618-6
HIGH 615-4
0.618 613-4
0.500 612-7
0.382 612-2
LOW 610-2
0.618 607-0
1.000 605-0
1.618 601-6
2.618 596-4
4.250 588-0
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 612-7 609-6
PP 612-0 609-3
S1 611-1 608-7

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

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