CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 768-0 765-0 -3-0 -0.4% 743-4
High 774-0 765-0 -9-0 -1.2% 774-0
Low 738-6 750-2 11-4 1.6% 734-4
Close 773-2 752-6 -20-4 -2.7% 752-6
Range 35-2 14-6 -20-4 -58.2% 39-4
ATR 13-2 14-0 0-6 5.2% 0-0
Volume 37,442 78,687 41,245 110.2% 199,358
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 800-2 791-2 760-7
R3 785-4 776-4 756-6
R2 770-6 770-6 755-4
R1 761-6 761-6 754-1 758-7
PP 756-0 756-0 756-0 754-4
S1 747-0 747-0 751-3 744-1
S2 741-2 741-2 750-0
S3 726-4 732-2 748-6
S4 711-6 717-4 744-5
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 872-2 852-0 774-4
R3 832-6 812-4 763-5
R2 793-2 793-2 760-0
R1 773-0 773-0 756-3 783-1
PP 753-6 753-6 753-6 758-6
S1 733-4 733-4 749-1 743-5
S2 714-2 714-2 745-4
S3 674-6 694-0 741-7
S4 635-2 654-4 731-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 774-0 734-4 39-4 5.2% 13-5 1.8% 46% False False 39,871
10 774-0 734-4 39-4 5.2% 10-6 1.4% 46% False False 43,279
20 774-0 716-2 57-6 7.7% 10-4 1.4% 63% False False 38,482
40 838-0 716-2 121-6 16.2% 8-3 1.1% 30% False False 31,941
60 838-0 716-2 121-6 16.2% 8-4 1.1% 30% False False 29,181
80 838-0 561-0 277-0 36.8% 9-0 1.2% 69% False False 27,573
100 838-0 518-4 319-4 42.4% 8-0 1.1% 73% False False 24,355
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 827-6
2.618 803-5
1.618 788-7
1.000 779-6
0.618 774-1
HIGH 765-0
0.618 759-3
0.500 757-5
0.382 755-7
LOW 750-2
0.618 741-1
1.000 735-4
1.618 726-3
2.618 711-5
4.250 687-4
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 757-5 754-2
PP 756-0 753-6
S1 754-3 753-2

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

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