CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 530-4 536-4 6-0 1.1% 552-4
High 534-0 540-0 6-0 1.1% 560-6
Low 529-4 534-2 4-6 0.9% 524-4
Close 533-2 538-0 4-6 0.9% 535-2
Range 4-4 5-6 1-2 27.8% 36-2
ATR 9-5 9-3 -0-2 -2.1% 0-0
Volume 36,764 30,339 -6,425 -17.5% 171,215
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 554-5 552-1 541-1
R3 548-7 546-3 539-5
R2 543-1 543-1 539-0
R1 540-5 540-5 538-4 541-7
PP 537-3 537-3 537-3 538-0
S1 534-7 534-7 537-4 536-1
S2 531-5 531-5 537-0
S3 525-7 529-1 536-3
S4 520-1 523-3 534-7
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 648-7 628-3 555-2
R3 612-5 592-1 545-2
R2 576-3 576-3 541-7
R1 555-7 555-7 538-5 548-0
PP 540-1 540-1 540-1 536-2
S1 519-5 519-5 531-7 511-6
S2 503-7 503-7 528-5
S3 467-5 483-3 525-2
S4 431-3 447-1 515-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 549-0 524-4 24-4 4.6% 9-0 1.7% 55% False False 33,069
10 560-6 524-4 36-2 6.7% 8-0 1.5% 37% False False 32,765
20 568-0 524-4 43-4 8.1% 7-1 1.3% 31% False False 30,780
40 607-0 524-4 82-4 15.3% 7-3 1.4% 16% False False 26,946
60 609-0 524-4 84-4 15.7% 7-0 1.3% 16% False False 22,630
80 609-0 524-4 84-4 15.7% 6-4 1.2% 16% False False 19,229
100 618-0 524-4 93-4 17.4% 5-6 1.1% 14% False False 16,047
120 618-0 524-4 93-4 17.4% 5-4 1.0% 14% False False 13,738
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 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 564-4
2.618 555-0
1.618 549-2
1.000 545-6
0.618 543-4
HIGH 540-0
0.618 537-6
0.500 537-1
0.382 536-4
LOW 534-2
0.618 530-6
1.000 528-4
1.618 525-0
2.618 519-2
4.250 509-6
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 537-6 536-2
PP 537-3 534-4
S1 537-1 532-6

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

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