CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 727-6 721-6 -6-0 -0.8% 766-4
High 729-0 721-6 -7-2 -1.0% 766-4
Low 727-0 716-2 -10-6 -1.5% 742-6
Close 728-4 719-4 -9-0 -1.2% 751-0
Range 2-0 5-4 3-4 175.0% 23-6
ATR 11-7 12-0 0-0 0.2% 0-0
Volume 22,928 49,446 26,518 115.7% 167,517
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 735-5 733-1 722-4
R3 730-1 727-5 721-0
R2 724-5 724-5 720-4
R1 722-1 722-1 720-0 720-5
PP 719-1 719-1 719-1 718-4
S1 716-5 716-5 719-0 715-1
S2 713-5 713-5 718-4
S3 708-1 711-1 718-0
S4 702-5 705-5 716-4
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
5 753-2 716-2 37-0 5.1% 4-1 0.6% 9% False True 32,654
10 788-0 716-2 71-6 10.0% 6-2 0.9% 5% False True 31,620
20 815-0 716-2 98-6 13.7% 7-2 1.0% 3% False True 30,783
40 838-0 716-2 121-6 16.9% 6-7 1.0% 3% False True 26,547
60 838-0 696-0 142-0 19.7% 8-4 1.2% 17% False False 26,259
80 838-0 518-4 319-4 44.4% 7-5 1.1% 63% False False 23,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 745-1
2.618 736-1
1.618 730-5
1.000 727-2
0.618 725-1
HIGH 721-6
0.618 719-5
0.500 719-0
0.382 718-3
LOW 716-2
0.618 712-7
1.000 710-6
1.618 707-3
2.618 701-7
4.250 692-7
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 719-3 732-2
PP 719-1 728-0
S1 719-0 723-6

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

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