CME Pit-Traded Corn Future March 2013


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 798-0 796-4 -1-4 -0.2% 815-0
High 801-4 806-4 5-0 0.6% 815-0
Low 798-0 796-4 -1-4 -0.2% 794-0
Close 801-4 802-4 1-0 0.1% 802-4
Range 3-4 10-0 6-4 185.7% 21-0
ATR 11-7 11-6 -0-1 -1.1% 0-0
Volume 24,263 31,205 6,942 28.6% 109,802
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 831-7 827-1 808-0
R3 821-7 817-1 805-2
R2 811-7 811-7 804-3
R1 807-1 807-1 803-3 809-4
PP 801-7 801-7 801-7 803-0
S1 797-1 797-1 801-5 799-4
S2 791-7 791-7 800-5
S3 781-7 787-1 799-6
S4 771-7 777-1 797-0
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 866-7 855-5 814-0
R3 845-7 834-5 808-2
R2 824-7 824-7 806-3
R1 813-5 813-5 804-3 808-6
PP 803-7 803-7 803-7 801-3
S1 792-5 792-5 800-5 787-6
S2 782-7 782-7 798-5
S3 761-7 771-5 796-6
S4 740-7 750-5 791-0
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% 40% False False 25,693
10 815-0 794-0 21-0 2.6% 6-4 0.8% 40% False False 22,955
20 838-0 791-0 47-0 5.9% 6-5 0.8% 24% False False 22,542
40 838-0 735-0 103-0 12.8% 8-0 1.0% 66% False False 23,446
60 838-0 518-4 319-4 39.8% 8-2 1.0% 89% False False 22,265
80 838-0 518-4 319-4 39.8% 7-2 0.9% 89% False False 19,283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 849-0
2.618 832-5
1.618 822-5
1.000 816-4
0.618 812-5
HIGH 806-4
0.618 802-5
0.500 801-4
0.382 800-3
LOW 796-4
0.618 790-3
1.000 786-4
1.618 780-3
2.618 770-3
4.250 754-0
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 802-1 801-6
PP 801-7 801-0
S1 801-4 800-2

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

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