CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 765-0 742-2 -22-6 -3.0% 743-4
High 765-0 743-0 -22-0 -2.9% 774-0
Low 750-2 735-2 -15-0 -2.0% 734-4
Close 752-6 737-2 -15-4 -2.1% 752-6
Range 14-6 7-6 -7-0 -47.5% 39-4
ATR 14-0 14-2 0-2 1.8% 0-0
Volume 78,687 29,121 -49,566 -63.0% 199,358
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 761-6 757-2 741-4
R3 754-0 749-4 739-3
R2 746-2 746-2 738-5
R1 741-6 741-6 738-0 740-1
PP 738-4 738-4 738-4 737-6
S1 734-0 734-0 736-4 732-3
S2 730-6 730-6 735-7
S3 723-0 726-2 735-1
S4 715-2 718-4 733-0
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 5.4% 13-6 1.9% 7% False False 40,289
10 774-0 734-4 39-4 5.4% 10-4 1.4% 7% False False 39,914
20 774-0 716-2 57-6 7.8% 10-1 1.4% 36% False False 38,387
40 838-0 716-2 121-6 16.5% 8-5 1.2% 17% False False 32,160
60 838-0 716-2 121-6 16.5% 8-4 1.2% 17% False False 28,872
80 838-0 564-4 273-4 37.1% 9-0 1.2% 63% False False 27,796
100 838-0 518-4 319-4 43.3% 8-0 1.1% 68% False False 24,572
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 False
Stretch 1-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 776-0
2.618 763-2
1.618 755-4
1.000 750-6
0.618 747-6
HIGH 743-0
0.618 740-0
0.500 739-1
0.382 738-2
LOW 735-2
0.618 730-4
1.000 727-4
1.618 722-6
2.618 715-0
4.250 702-2
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 739-1 754-5
PP 738-4 748-7
S1 737-7 743-0

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

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