CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 753-4 765-0 11-4 1.5% 745-4
High 763-4 765-0 1-4 0.2% 759-4
Low 752-4 756-0 3-4 0.5% 716-2
Close 757-4 757-2 -0-2 0.0% 759-4
Range 11-0 9-0 -2-0 -18.2% 43-2
ATR 13-1 12-7 -0-2 -2.3% 0-0
Volume 40,178 63,266 23,088 57.5% 169,333
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 786-3 780-7 762-2
R3 777-3 771-7 759-6
R2 768-3 768-3 758-7
R1 762-7 762-7 758-1 761-1
PP 759-3 759-3 759-3 758-4
S1 753-7 753-7 756-3 752-1
S2 750-3 750-3 755-5
S3 741-3 744-7 754-6
S4 732-3 735-7 752-2
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% 16-0 2.1% 82% False False 49,579
10 766-4 716-2 50-2 6.6% 10-0 1.3% 82% False False 41,116
20 806-4 716-2 90-2 11.9% 9-2 1.2% 45% False False 37,271
40 838-0 716-2 121-6 16.1% 7-7 1.0% 34% False False 29,997
60 838-0 716-2 121-6 16.1% 8-3 1.1% 34% False False 28,022
80 838-0 518-4 319-4 42.2% 8-4 1.1% 75% False False 25,818
100 838-0 518-4 319-4 42.2% 7-4 1.0% 75% False False 22,597
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 True
Stretch 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 803-2
2.618 788-4
1.618 779-4
1.000 774-0
0.618 770-4
HIGH 765-0
0.618 761-4
0.500 760-4
0.382 759-4
LOW 756-0
0.618 750-4
1.000 747-0
1.618 741-4
2.618 732-4
4.250 717-6
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 760-4 758-6
PP 759-3 758-2
S1 758-3 757-6

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

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