CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 794-0 802-0 8-0 1.0% 806-6
High 804-0 803-0 -1-0 -0.1% 814-6
Low 792-4 782-2 -10-2 -1.3% 788-2
Close 799-4 783-2 -16-2 -2.0% 799-4
Range 11-4 20-6 9-2 80.4% 26-4
ATR 15-3 15-6 0-3 2.5% 0-0
Volume 107,911 179,801 71,890 66.6% 514,909
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 851-6 838-2 794-5
R3 831-0 817-4 789-0
R2 810-2 810-2 787-0
R1 796-6 796-6 785-1 793-1
PP 789-4 789-4 789-4 787-6
S1 776-0 776-0 781-3 772-3
S2 768-6 768-6 779-4
S3 748-0 755-2 777-4
S4 727-2 734-4 771-7
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
5 814-6 782-2 32-4 4.1% 14-2 1.8% 3% False True 138,942
10 817-4 782-2 35-2 4.5% 12-7 1.6% 3% False True 134,239
20 840-0 782-2 57-6 7.4% 12-0 1.5% 2% False True 145,086
40 840-0 745-4 94-4 12.1% 14-1 1.8% 40% False False 156,643
60 840-0 506-0 334-0 42.6% 15-1 1.9% 83% False False 164,263
80 840-0 506-0 334-0 42.6% 13-4 1.7% 83% False False 144,239
100 840-0 502-0 338-0 43.2% 12-3 1.6% 83% False False 128,309
120 840-0 502-0 338-0 43.2% 11-4 1.5% 83% False False 114,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 891-2
2.618 857-3
1.618 836-5
1.000 823-6
0.618 815-7
HIGH 803-0
0.618 795-1
0.500 792-5
0.382 790-1
LOW 782-2
0.618 769-3
1.000 761-4
1.618 748-5
2.618 727-7
4.250 694-0
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 792-5 793-1
PP 789-4 789-7
S1 786-3 786-4

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

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