CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 512-0 514-4 2-4 0.5% 530-4
High 514-0 520-0 6-0 1.2% 540-0
Low 507-0 512-4 5-4 1.1% 507-0
Close 511-2 514-4 3-2 0.6% 511-2
Range 7-0 7-4 0-4 7.1% 33-0
ATR 9-6 9-5 -0-1 -0.7% 0-0
Volume 55,775 39,397 -16,378 -29.4% 203,304
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 538-1 533-7 518-5
R3 530-5 526-3 516-4
R2 523-1 523-1 515-7
R1 518-7 518-7 515-2 518-2
PP 515-5 515-5 515-5 515-3
S1 511-3 511-3 513-6 510-6
S2 508-1 508-1 513-1
S3 500-5 503-7 512-4
S4 493-1 496-3 510-3
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 618-3 597-7 529-3
R3 585-3 564-7 520-3
R2 552-3 552-3 517-2
R1 531-7 531-7 514-2 525-5
PP 519-3 519-3 519-3 516-2
S1 498-7 498-7 508-2 492-5
S2 486-3 486-3 505-2
S3 453-3 465-7 502-1
S4 420-3 432-7 493-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 540-0 507-0 33-0 6.4% 6-7 1.3% 23% False False 41,187
10 553-6 507-0 46-6 9.1% 7-7 1.5% 16% False False 37,724
20 560-6 507-0 53-6 10.4% 7-2 1.4% 14% False False 34,162
40 607-0 507-0 100-0 19.4% 7-4 1.5% 8% False False 29,071
60 609-0 507-0 102-0 19.8% 7-1 1.4% 7% False False 24,808
80 609-0 507-0 102-0 19.8% 6-5 1.3% 7% False False 20,894
100 618-0 507-0 111-0 21.6% 6-0 1.2% 7% False False 17,713
120 618-0 507-0 111-0 21.6% 5-4 1.1% 7% False False 15,130
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 1-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 551-7
2.618 539-5
1.618 532-1
1.000 527-4
0.618 524-5
HIGH 520-0
0.618 517-1
0.500 516-2
0.382 515-3
LOW 512-4
0.618 507-7
1.000 505-0
1.618 500-3
2.618 492-7
4.250 480-5
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 516-2 514-1
PP 515-5 513-7
S1 515-1 513-4

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

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