CME Pit-Traded Corn Future March 2013


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 796-4 804-2 7-6 1.0% 815-0
High 806-4 804-2 -2-2 -0.3% 815-0
Low 796-4 786-6 -9-6 -1.2% 794-0
Close 802-4 787-2 -15-2 -1.9% 802-4
Range 10-0 17-4 7-4 75.0% 21-0
ATR 11-6 12-1 0-3 3.5% 0-0
Volume 31,205 22,680 -8,525 -27.3% 109,802
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 845-2 833-6 796-7
R3 827-6 816-2 792-0
R2 810-2 810-2 790-4
R1 798-6 798-6 788-7 795-6
PP 792-6 792-6 792-6 791-2
S1 781-2 781-2 785-5 778-2
S2 775-2 775-2 784-0
S3 757-6 763-6 782-4
S4 740-2 746-2 777-5
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
5 815-0 786-6 28-2 3.6% 10-5 1.3% 2% False True 26,496
10 815-0 786-6 28-2 3.6% 8-0 1.0% 2% False True 22,567
20 838-0 786-6 51-2 6.5% 6-4 0.8% 1% False True 22,178
40 838-0 737-0 101-0 12.8% 8-2 1.1% 50% False False 23,412
60 838-0 518-4 319-4 40.6% 8-4 1.1% 84% False False 22,484
80 838-0 518-4 319-4 40.6% 7-2 0.9% 84% False False 19,495
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 878-5
2.618 850-1
1.618 832-5
1.000 821-6
0.618 815-1
HIGH 804-2
0.618 797-5
0.500 795-4
0.382 793-3
LOW 786-6
0.618 775-7
1.000 769-2
1.618 758-3
2.618 740-7
4.250 712-3
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 795-4 796-5
PP 792-6 793-4
S1 790-0 790-3

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

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