CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 785-4 774-4 -11-0 -1.4% 806-6
High 787-0 776-0 -11-0 -1.4% 814-6
Low 776-0 760-0 -16-0 -2.1% 788-2
Close 777-6 769-4 -8-2 -1.1% 799-4
Range 11-0 16-0 5-0 45.5% 26-4
ATR 15-4 15-5 0-1 1.1% 0-0
Volume 148,390 239,332 90,942 61.3% 514,909
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 816-4 809-0 778-2
R3 800-4 793-0 773-7
R2 784-4 784-4 772-3
R1 777-0 777-0 771-0 772-6
PP 768-4 768-4 768-4 766-3
S1 761-0 761-0 768-0 756-6
S2 752-4 752-4 766-5
S3 736-4 745-0 765-1
S4 720-4 729-0 760-6
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
5 804-0 760-0 44-0 5.7% 14-4 1.9% 22% False True 160,343
10 817-4 760-0 57-4 7.5% 13-6 1.8% 17% False True 148,557
20 840-0 760-0 80-0 10.4% 12-3 1.6% 12% False True 141,193
40 840-0 745-4 94-4 12.3% 14-0 1.8% 25% False False 156,598
60 840-0 548-2 291-6 37.9% 15-0 2.0% 76% False False 167,704
80 840-0 506-0 334-0 43.4% 13-5 1.8% 79% False False 147,384
100 840-0 502-0 338-0 43.9% 12-4 1.6% 79% False False 130,571
120 840-0 502-0 338-0 43.9% 11-5 1.5% 79% False False 117,119
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 2-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 844-0
2.618 817-7
1.618 801-7
1.000 792-0
0.618 785-7
HIGH 776-0
0.618 769-7
0.500 768-0
0.382 766-1
LOW 760-0
0.618 750-1
1.000 744-0
1.618 734-1
2.618 718-1
4.250 692-0
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 769-0 781-4
PP 768-4 777-4
S1 768-0 773-4

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

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