CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 795-0 794-0 -1-0 -0.1% 806-6
High 801-4 804-0 2-4 0.3% 814-6
Low 788-2 792-4 4-2 0.5% 788-2
Close 798-4 799-4 1-0 0.1% 799-4
Range 13-2 11-4 -1-6 -13.2% 26-4
ATR 15-6 15-3 -0-2 -1.9% 0-0
Volume 126,284 107,911 -18,373 -14.5% 514,909
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 833-1 827-7 805-7
R3 821-5 816-3 802-5
R2 810-1 810-1 801-5
R1 804-7 804-7 800-4 807-4
PP 798-5 798-5 798-5 800-0
S1 793-3 793-3 798-4 796-0
S2 787-1 787-1 797-3
S3 775-5 781-7 796-3
S4 764-1 770-3 793-1
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 880-3 866-3 814-1
R3 853-7 839-7 806-6
R2 827-3 827-3 804-3
R1 813-3 813-3 801-7 807-1
PP 800-7 800-7 800-7 797-6
S1 786-7 786-7 797-1 780-5
S2 774-3 774-3 794-5
S3 747-7 760-3 792-2
S4 721-3 733-7 784-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 814-6 788-2 26-4 3.3% 12-5 1.6% 42% False False 129,436
10 820-4 788-2 32-2 4.0% 12-2 1.5% 35% False False 133,904
20 840-0 786-4 53-4 6.7% 12-2 1.5% 24% False False 145,299
40 840-0 729-0 111-0 13.9% 14-1 1.8% 64% False False 156,895
60 840-0 506-0 334-0 41.8% 14-7 1.9% 88% False False 163,084
80 840-0 506-0 334-0 41.8% 13-3 1.7% 88% False False 142,723
100 840-0 502-0 338-0 42.3% 12-2 1.5% 88% False False 126,985
120 840-0 502-0 338-0 42.3% 11-3 1.4% 88% False False 113,249
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 852-7
2.618 834-1
1.618 822-5
1.000 815-4
0.618 811-1
HIGH 804-0
0.618 799-5
0.500 798-2
0.382 796-7
LOW 792-4
0.618 785-3
1.000 781-0
1.618 773-7
2.618 762-3
4.250 743-5
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 799-1 798-3
PP 798-5 797-2
S1 798-2 796-1

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

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