CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 766-4 744-6 -21-6 -2.8% 804-2
High 766-4 747-0 -19-4 -2.5% 804-2
Low 752-0 742-6 -9-2 -1.2% 770-2
Close 752-4 744-0 -8-4 -1.1% 786-0
Range 14-4 4-2 -10-2 -70.7% 34-0
ATR 12-6 12-4 -0-2 -1.7% 0-0
Volume 31,022 28,406 -2,616 -8.4% 171,587
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 757-3 754-7 746-3
R3 753-1 750-5 745-1
R2 748-7 748-7 744-6
R1 746-3 746-3 744-3 745-4
PP 744-5 744-5 744-5 744-1
S1 742-1 742-1 743-5 741-2
S2 740-3 740-3 743-2
S3 736-1 737-7 742-7
S4 731-7 733-5 741-5
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 888-7 871-3 804-6
R3 854-7 837-3 795-3
R2 820-7 820-7 792-2
R1 803-3 803-3 789-1 795-1
PP 786-7 786-7 786-7 782-6
S1 769-3 769-3 782-7 761-1
S2 752-7 752-7 779-6
S3 718-7 735-3 776-5
S4 684-7 701-3 767-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 788-0 742-6 45-2 6.1% 6-3 0.9% 3% False True 34,003
10 806-4 742-6 63-6 8.6% 7-6 1.0% 2% False True 31,399
20 838-0 742-6 95-2 12.8% 6-5 0.9% 1% False True 26,557
40 838-0 737-0 101-0 13.6% 7-7 1.1% 7% False False 23,764
60 838-0 601-0 237-0 31.9% 8-3 1.1% 60% False False 24,564
80 838-0 518-4 319-4 42.9% 7-4 1.0% 71% False False 21,404
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 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 765-0
2.618 758-1
1.618 753-7
1.000 751-2
0.618 749-5
HIGH 747-0
0.618 745-3
0.500 744-7
0.382 744-3
LOW 742-6
0.618 740-1
1.000 738-4
1.618 735-7
2.618 731-5
4.250 724-6
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 744-7 765-3
PP 744-5 758-2
S1 744-2 751-1

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

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