CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 543-0 542-4 -0-4 -0.1% 565-0
High 543-0 542-4 -0-4 -0.1% 568-0
Low 535-0 541-0 6-0 1.1% 550-4
Close 540-6 541-4 0-6 0.1% 555-4
Range 8-0 1-4 -6-4 -81.3% 17-4
ATR 9-6 9-2 -0-5 -5.9% 0-0
Volume 19,684 24,420 4,736 24.1% 114,076
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 546-1 545-3 542-3
R3 544-5 543-7 541-7
R2 543-1 543-1 541-6
R1 542-3 542-3 541-5 542-0
PP 541-5 541-5 541-5 541-4
S1 540-7 540-7 541-3 540-4
S2 540-1 540-1 541-2
S3 538-5 539-3 541-1
S4 537-1 537-7 540-5
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 610-4 600-4 565-1
R3 593-0 583-0 560-2
R2 575-4 575-4 558-6
R1 565-4 565-4 557-1 561-6
PP 558-0 558-0 558-0 556-1
S1 548-0 548-0 553-7 544-2
S2 540-4 540-4 552-2
S3 523-0 530-4 550-6
S4 505-4 513-0 545-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 568-0 535-0 33-0 6.1% 5-3 1.0% 20% False False 26,472
10 574-2 535-0 39-2 7.2% 6-3 1.2% 17% False False 27,961
20 604-2 535-0 69-2 12.8% 7-5 1.4% 9% False False 23,800
40 609-0 535-0 74-0 13.7% 6-7 1.3% 9% False False 20,498
60 609-0 535-0 74-0 13.7% 6-3 1.2% 9% False False 16,793
80 618-0 535-0 83-0 15.3% 5-5 1.0% 8% False False 13,880
100 618-0 535-0 83-0 15.3% 5-1 0.9% 8% False False 11,539
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 548-7
2.618 546-3
1.618 544-7
1.000 544-0
0.618 543-3
HIGH 542-4
0.618 541-7
0.500 541-6
0.382 541-5
LOW 541-0
0.618 540-1
1.000 539-4
1.618 538-5
2.618 537-1
4.250 534-5
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 541-6 547-1
PP 541-5 545-2
S1 541-5 543-3

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

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