CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 565-0 561-4 -3-4 -0.6% 566-0
High 568-0 564-2 -3-6 -0.7% 574-2
Low 559-0 560-0 1-0 0.2% 560-0
Close 560-6 564-2 3-4 0.6% 569-2
Range 9-0 4-2 -4-6 -52.8% 14-2
ATR 9-2 8-7 -0-3 -3.9% 0-0
Volume 25,817 37,535 11,718 45.4% 121,439
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 575-5 574-1 566-5
R3 571-3 569-7 565-3
R2 567-1 567-1 565-0
R1 565-5 565-5 564-5 566-3
PP 562-7 562-7 562-7 563-2
S1 561-3 561-3 563-7 562-1
S2 558-5 558-5 563-4
S3 554-3 557-1 563-1
S4 550-1 552-7 561-7
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% 6-0 1.1% 34% False False 28,981
10 578-6 543-4 35-2 6.2% 8-7 1.6% 59% False False 26,507
20 607-0 543-4 63-4 11.3% 7-3 1.3% 33% False False 23,729
40 609-0 543-4 65-4 11.6% 6-7 1.2% 32% False False 19,115
60 609-0 543-4 65-4 11.6% 6-2 1.1% 32% False False 15,866
80 618-0 543-4 74-4 13.2% 5-3 1.0% 28% False False 12,796
100 618-0 543-4 74-4 13.2% 5-1 0.9% 28% False False 10,683
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 582-2
2.618 575-3
1.618 571-1
1.000 568-4
0.618 566-7
HIGH 564-2
0.618 562-5
0.500 562-1
0.382 561-5
LOW 560-0
0.618 557-3
1.000 555-6
1.618 553-1
2.618 548-7
4.250 542-0
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 563-4 564-5
PP 562-7 564-4
S1 562-1 564-3

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

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