CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 815-0 800-0 -15-0 -1.8% 806-0
High 815-0 802-0 -13-0 -1.6% 814-6
Low 801-0 794-0 -7-0 -0.9% 796-0
Close 807-6 794-6 -13-0 -1.6% 802-0
Range 14-0 8-0 -6-0 -42.9% 18-6
ATR 12-1 12-2 0-1 1.0% 0-0
Volume 26,826 27,508 682 2.5% 93,191
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 820-7 815-7 799-1
R3 812-7 807-7 797-0
R2 804-7 804-7 796-2
R1 799-7 799-7 795-4 798-3
PP 796-7 796-7 796-7 796-2
S1 791-7 791-7 794-0 790-3
S2 788-7 788-7 793-2
S3 780-7 783-7 792-4
S4 772-7 775-7 790-3
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 860-4 850-0 812-2
R3 841-6 831-2 807-1
R2 823-0 823-0 805-4
R1 812-4 812-4 803-6 808-3
PP 804-2 804-2 804-2 802-2
S1 793-6 793-6 800-2 789-5
S2 785-4 785-4 798-4
S3 766-6 775-0 796-7
S4 748-0 756-2 791-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 815-0 794-0 21-0 2.6% 8-6 1.1% 4% False True 21,948
10 837-4 794-0 43-4 5.5% 5-7 0.7% 2% False True 22,424
20 838-0 791-0 47-0 5.9% 6-5 0.8% 8% False False 22,446
40 838-0 696-0 142-0 17.9% 9-1 1.1% 70% False False 23,253
60 838-0 518-4 319-4 40.2% 8-2 1.0% 86% False False 21,847
80 838-0 517-0 321-0 40.4% 7-1 0.9% 87% False False 18,720
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 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 836-0
2.618 823-0
1.618 815-0
1.000 810-0
0.618 807-0
HIGH 802-0
0.618 799-0
0.500 798-0
0.382 797-0
LOW 794-0
0.618 789-0
1.000 786-0
1.618 781-0
2.618 773-0
4.250 760-0
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 798-0 804-4
PP 796-7 801-2
S1 795-7 798-0

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

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