CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 563-4 565-0 1-4 0.3% 566-0
High 570-2 568-0 -2-2 -0.4% 574-2
Low 563-4 559-0 -4-4 -0.8% 560-0
Close 569-2 560-6 -8-4 -1.5% 569-2
Range 6-6 9-0 2-2 33.3% 14-2
ATR 9-2 9-2 0-1 0.8% 0-0
Volume 24,754 25,817 1,063 4.3% 121,439
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 589-5 584-1 565-6
R3 580-5 575-1 563-2
R2 571-5 571-5 562-3
R1 566-1 566-1 561-5 564-3
PP 562-5 562-5 562-5 561-6
S1 557-1 557-1 559-7 555-3
S2 553-5 553-5 559-1
S3 544-5 548-1 558-2
S4 535-5 539-1 555-6
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 610-5 604-1 577-1
R3 596-3 589-7 573-1
R2 582-1 582-1 571-7
R1 575-5 575-5 570-4 578-7
PP 567-7 567-7 567-7 569-4
S1 561-3 561-3 568-0 564-5
S2 553-5 553-5 566-5
S3 539-3 547-1 565-3
S4 525-1 532-7 561-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 574-2 559-0 15-2 2.7% 7-4 1.3% 11% False True 29,451
10 587-4 543-4 44-0 7.8% 9-4 1.7% 39% False False 24,288
20 607-0 543-4 63-4 11.3% 7-6 1.4% 27% False False 23,112
40 609-0 543-4 65-4 11.7% 7-0 1.2% 26% False False 18,555
60 609-0 543-4 65-4 11.7% 6-2 1.1% 26% False False 15,379
80 618-0 543-4 74-4 13.3% 5-3 1.0% 23% False False 12,364
100 618-0 543-4 74-4 13.3% 5-1 0.9% 23% False False 10,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 606-2
2.618 591-4
1.618 582-4
1.000 577-0
0.618 573-4
HIGH 568-0
0.618 564-4
0.500 563-4
0.382 562-4
LOW 559-0
0.618 553-4
1.000 550-0
1.618 544-4
2.618 535-4
4.250 520-6
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 563-4 564-5
PP 562-5 563-3
S1 561-5 562-0

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

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