CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 712-4 763-4 51-0 7.2% 743-0
High 756-2 763-4 7-2 1.0% 756-2
Low 710-0 751-4 41-4 5.8% 710-0
Close 756-2 756-6 0-4 0.1% 756-2
Range 46-2 12-0 -34-2 -74.1% 46-2
ATR 17-3 17-0 -0-3 -2.2% 0-0
Volume 220,632 169,212 -51,420 -23.3% 763,012
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 793-2 787-0 763-3
R3 781-2 775-0 760-0
R2 769-2 769-2 759-0
R1 763-0 763-0 757-7 760-1
PP 757-2 757-2 757-2 755-6
S1 751-0 751-0 755-5 748-1
S2 745-2 745-2 754-4
S3 733-2 739-0 753-4
S4 721-2 727-0 750-1
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 879-5 864-1 781-6
R3 833-3 817-7 769-0
R2 787-1 787-1 764-6
R1 771-5 771-5 760-4 779-3
PP 740-7 740-7 740-7 744-6
S1 725-3 725-3 752-0 733-1
S2 694-5 694-5 747-6
S3 648-3 679-1 743-4
S4 602-1 632-7 730-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 763-4 710-0 53-4 7.1% 16-6 2.2% 87% True False 162,663
10 763-4 710-0 53-4 7.1% 14-4 1.9% 87% True False 153,625
20 814-6 710-0 104-6 13.8% 13-7 1.8% 45% False False 151,504
40 840-0 710-0 130-0 17.2% 13-2 1.7% 36% False False 149,364
60 840-0 685-4 154-4 20.4% 14-7 2.0% 46% False False 160,332
80 840-0 506-0 334-0 44.1% 14-3 1.9% 75% False False 158,820
100 840-0 502-0 338-0 44.7% 13-2 1.8% 75% False False 142,368
120 840-0 502-0 338-0 44.7% 12-2 1.6% 75% False False 128,154
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 814-4
2.618 794-7
1.618 782-7
1.000 775-4
0.618 770-7
HIGH 763-4
0.618 758-7
0.500 757-4
0.382 756-1
LOW 751-4
0.618 744-1
1.000 739-4
1.618 732-1
2.618 720-1
4.250 700-4
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 757-4 750-1
PP 757-2 743-3
S1 757-0 736-6

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

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