CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 755-4 753-4 -2-0 -0.3% 745-4
High 760-0 763-4 3-4 0.5% 759-4
Low 754-0 752-4 -1-4 -0.2% 716-2
Close 759-6 757-4 -2-2 -0.3% 759-4
Range 6-0 11-0 5-0 83.3% 43-2
ATR 13-3 13-1 -0-1 -1.3% 0-0
Volume 39,557 40,178 621 1.6% 169,333
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 790-7 785-1 763-4
R3 779-7 774-1 760-4
R2 768-7 768-7 759-4
R1 763-1 763-1 758-4 766-0
PP 757-7 757-7 757-7 759-2
S1 752-1 752-1 756-4 755-0
S2 746-7 746-7 755-4
S3 735-7 741-1 754-4
S4 724-7 730-1 751-4
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 874-7 860-3 783-2
R3 831-5 817-1 771-3
R2 788-3 788-3 767-3
R1 773-7 773-7 763-4 781-1
PP 745-1 745-1 745-1 748-6
S1 730-5 730-5 755-4 737-7
S2 701-7 701-7 751-5
S3 658-5 687-3 747-5
S4 615-3 644-1 735-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 766-4 716-2 50-2 6.6% 15-2 2.0% 82% False False 46,815
10 766-4 716-2 50-2 6.6% 10-1 1.3% 82% False False 38,292
20 806-4 716-2 90-2 11.9% 9-0 1.2% 46% False False 35,320
40 838-0 716-2 121-6 16.1% 7-6 1.0% 34% False False 28,883
60 838-0 696-0 142-0 18.7% 9-0 1.2% 43% False False 27,276
80 838-0 518-4 319-4 42.2% 8-3 1.1% 75% False False 25,216
100 838-0 517-0 321-0 42.4% 7-4 1.0% 75% False False 22,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 810-2
2.618 792-2
1.618 781-2
1.000 774-4
0.618 770-2
HIGH 763-4
0.618 759-2
0.500 758-0
0.382 756-6
LOW 752-4
0.618 745-6
1.000 741-4
1.618 734-6
2.618 723-6
4.250 705-6
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 758-0 759-4
PP 757-7 758-7
S1 757-5 758-1

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

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