CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 775-6 773-4 -2-2 -0.3% 815-0
High 775-6 778-0 2-2 0.3% 815-0
Low 770-2 773-4 3-2 0.4% 794-0
Close 773-2 777-6 4-4 0.6% 802-4
Range 5-4 4-4 -1-0 -18.2% 21-0
ATR 11-6 11-2 -0-4 -4.2% 0-0
Volume 34,071 55,052 20,981 61.6% 109,802
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 789-7 788-3 780-2
R3 785-3 783-7 779-0
R2 780-7 780-7 778-5
R1 779-3 779-3 778-1 780-1
PP 776-3 776-3 776-3 776-6
S1 774-7 774-7 777-3 775-5
S2 771-7 771-7 776-7
S3 767-3 770-3 776-4
S4 762-7 765-7 775-2
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% 8-6 1.1% 21% False False 36,264
10 815-0 770-2 44-6 5.8% 8-3 1.1% 17% False False 29,947
20 838-0 770-2 67-6 8.7% 6-3 0.8% 11% False False 25,157
40 838-0 737-0 101-0 13.0% 7-5 1.0% 40% False False 24,650
60 838-0 561-0 277-0 35.6% 8-4 1.1% 78% False False 23,910
80 838-0 518-4 319-4 41.1% 7-3 0.9% 81% False False 20,669
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 797-1
2.618 789-6
1.618 785-2
1.000 782-4
0.618 780-6
HIGH 778-0
0.618 776-2
0.500 775-6
0.382 775-2
LOW 773-4
0.618 770-6
1.000 769-0
1.618 766-2
2.618 761-6
4.250 754-3
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 777-1 778-2
PP 776-3 778-1
S1 775-6 777-7

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

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