CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 745-4 748-2 2-6 0.4% 766-4
High 749-2 748-2 -1-0 -0.1% 766-4
Low 744-2 743-4 -0-6 -0.1% 742-6
Close 748-6 747-4 -1-2 -0.2% 751-0
Range 5-0 4-6 -0-2 -5.0% 23-6
ATR 11-6 11-2 -0-4 -3.9% 0-0
Volume 23,895 30,946 7,051 29.5% 167,517
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 760-5 758-7 750-1
R3 755-7 754-1 748-6
R2 751-1 751-1 748-3
R1 749-3 749-3 747-7 747-7
PP 746-3 746-3 746-3 745-6
S1 744-5 744-5 747-1 743-1
S2 741-5 741-5 746-5
S3 736-7 739-7 746-2
S4 732-1 735-1 744-7
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 824-5 811-5 764-0
R3 800-7 787-7 757-4
R2 777-1 777-1 755-3
R1 764-1 764-1 753-1 758-6
PP 753-3 753-3 753-3 750-6
S1 740-3 740-3 748-7 735-0
S2 729-5 729-5 746-5
S3 705-7 716-5 744-4
S4 682-1 692-7 738-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 759-2 743-4 15-6 2.1% 6-5 0.9% 25% False True 32,586
10 788-0 742-6 45-2 6.1% 6-4 0.9% 10% False False 33,294
20 815-0 742-6 72-2 9.7% 7-3 1.0% 7% False False 28,729
40 838-0 742-6 95-2 12.7% 7-3 1.0% 5% False False 25,543
60 838-0 664-4 173-4 23.2% 8-4 1.1% 48% False False 25,760
80 838-0 518-4 319-4 42.7% 7-5 1.0% 72% False False 23,034
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 768-4
2.618 760-5
1.618 755-7
1.000 753-0
0.618 751-1
HIGH 748-2
0.618 746-3
0.500 745-7
0.382 745-3
LOW 743-4
0.618 740-5
1.000 738-6
1.618 735-7
2.618 731-1
4.250 723-2
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 747-0 748-3
PP 746-3 748-1
S1 745-7 747-6

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

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