CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 748-0 759-2 11-2 1.5% 762-0
High 758-6 763-0 4-2 0.6% 763-0
Low 748-0 752-4 4-4 0.6% 739-0
Close 757-0 753-4 -3-4 -0.5% 739-6
Range 10-6 10-4 -0-2 -2.3% 24-0
ATR 11-0 11-0 0-0 -0.3% 0-0
Volume 64,535 89,185 24,650 38.2% 249,038
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 787-7 781-1 759-2
R3 777-3 770-5 756-3
R2 766-7 766-7 755-3
R1 760-1 760-1 754-4 758-2
PP 756-3 756-3 756-3 755-3
S1 749-5 749-5 752-4 747-6
S2 745-7 745-7 751-5
S3 735-3 739-1 750-5
S4 724-7 728-5 747-6
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 819-2 803-4 753-0
R3 795-2 779-4 746-3
R2 771-2 771-2 744-1
R1 755-4 755-4 742-0 751-3
PP 747-2 747-2 747-2 745-2
S1 731-4 731-4 737-4 727-3
S2 723-2 723-2 735-3
S3 699-2 707-4 733-1
S4 675-2 683-4 726-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 763-0 738-0 25-0 3.3% 7-2 1.0% 62% True False 55,558
10 765-4 738-0 27-4 3.6% 7-1 0.9% 56% False False 51,224
20 774-0 734-4 39-4 5.2% 8-5 1.1% 48% False False 42,972
40 806-4 716-2 90-2 12.0% 9-0 1.2% 41% False False 40,121
60 838-0 716-2 121-6 16.2% 8-1 1.1% 31% False False 34,322
80 838-0 716-2 121-6 16.2% 8-3 1.1% 31% False False 31,760
100 838-0 518-4 319-4 42.4% 8-4 1.1% 74% False False 29,249
120 838-0 518-4 319-4 42.4% 7-6 1.0% 74% False False 25,993
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 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 807-5
2.618 790-4
1.618 780-0
1.000 773-4
0.618 769-4
HIGH 763-0
0.618 759-0
0.500 757-6
0.382 756-4
LOW 752-4
0.618 746-0
1.000 742-0
1.618 735-4
2.618 725-0
4.250 707-7
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 757-6 753-3
PP 756-3 753-3
S1 754-7 753-2

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

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