CME Pit-Traded Corn Future March 2013


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 786-2 775-6 -10-4 -1.3% 815-0
High 786-2 775-6 -10-4 -1.3% 815-0
Low 780-0 770-2 -9-6 -1.3% 794-0
Close 781-2 773-2 -8-0 -1.0% 802-4
Range 6-2 5-4 -0-6 -12.0% 21-0
ATR 11-6 11-6 0-0 -0.5% 0-0
Volume 38,316 34,071 -4,245 -11.1% 109,802
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 789-5 786-7 776-2
R3 784-1 781-3 774-6
R2 778-5 778-5 774-2
R1 775-7 775-7 773-6 774-4
PP 773-1 773-1 773-1 772-3
S1 770-3 770-3 772-6 769-0
S2 767-5 767-5 772-2
S3 762-1 764-7 771-6
S4 756-5 759-3 770-2
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
5 806-4 770-2 36-2 4.7% 8-4 1.1% 8% False True 30,107
10 815-0 770-2 44-6 5.8% 8-5 1.1% 7% False True 26,027
20 838-0 770-2 67-6 8.8% 6-4 0.8% 4% False True 23,080
40 838-0 737-0 101-0 13.1% 8-0 1.0% 36% False False 23,914
60 838-0 561-0 277-0 35.8% 8-5 1.1% 77% False False 23,308
80 838-0 518-4 319-4 41.3% 7-2 0.9% 80% False False 20,124
Crabel Price Patterns
NR True
NR4 True
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 0-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 799-1
2.618 790-1
1.618 784-5
1.000 781-2
0.618 779-1
HIGH 775-6
0.618 773-5
0.500 773-0
0.382 772-3
LOW 770-2
0.618 766-7
1.000 764-6
1.618 761-3
2.618 755-7
4.250 746-7
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 773-1 787-2
PP 773-1 782-5
S1 773-0 777-7

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

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