CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 744-6 749-4 4-6 0.6% 804-2
High 747-0 759-2 12-2 1.6% 804-2
Low 742-6 749-2 6-4 0.9% 770-2
Close 744-0 758-6 14-6 2.0% 786-0
Range 4-2 10-0 5-6 135.3% 34-0
ATR 12-4 12-6 0-2 1.5% 0-0
Volume 28,406 37,015 8,609 30.3% 171,587
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 785-6 782-2 764-2
R3 775-6 772-2 761-4
R2 765-6 765-6 760-5
R1 762-2 762-2 759-5 764-0
PP 755-6 755-6 755-6 756-5
S1 752-2 752-2 757-7 754-0
S2 745-6 745-6 756-7
S3 735-6 742-2 756-0
S4 725-6 732-2 753-2
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 6.0% 7-2 1.0% 35% False False 34,592
10 806-4 742-6 63-6 8.4% 7-7 1.0% 25% False False 32,349
20 837-4 742-6 94-6 12.5% 6-7 0.9% 17% False False 27,387
40 838-0 742-6 95-2 12.6% 7-2 1.0% 17% False False 24,159
60 838-0 618-0 220-0 29.0% 8-4 1.1% 64% False False 25,027
80 838-0 518-4 319-4 42.1% 7-5 1.0% 75% False False 21,794
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 801-6
2.618 785-3
1.618 775-3
1.000 769-2
0.618 765-3
HIGH 759-2
0.618 755-3
0.500 754-2
0.382 753-1
LOW 749-2
0.618 743-1
1.000 739-2
1.618 733-1
2.618 723-1
4.250 706-6
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 757-2 757-3
PP 755-6 756-0
S1 754-2 754-5

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

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