CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 690-4 691-6 1-2 0.2% 703-4
High 694-4 700-2 5-6 0.8% 706-0
Low 689-6 690-2 0-4 0.1% 689-6
Close 694-0 698-2 4-2 0.6% 694-0
Range 4-6 10-0 5-2 110.5% 16-2
ATR 9-3 9-4 0-0 0.5% 0-0
Volume 62,755 62,119 -636 -1.0% 207,418
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 726-2 722-2 703-6
R3 716-2 712-2 701-0
R2 706-2 706-2 700-1
R1 702-2 702-2 699-1 704-2
PP 696-2 696-2 696-2 697-2
S1 692-2 692-2 697-3 694-2
S2 686-2 686-2 696-3
S3 676-2 682-2 695-4
S4 666-2 672-2 692-6
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 745-3 735-7 703-0
R3 729-1 719-5 698-4
R2 712-7 712-7 697-0
R1 703-3 703-3 695-4 700-0
PP 696-5 696-5 696-5 694-7
S1 687-1 687-1 692-4 683-6
S2 680-3 680-3 691-0
S3 664-1 670-7 689-4
S4 647-7 654-5 685-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706-0 689-6 16-2 2.3% 7-1 1.0% 52% False False 53,907
10 729-0 689-6 39-2 5.6% 7-6 1.1% 22% False False 82,406
20 762-0 689-6 72-2 10.3% 8-2 1.2% 12% False False 107,700
40 767-0 689-6 77-2 11.1% 8-3 1.2% 11% False False 106,566
60 774-0 689-6 84-2 12.1% 8-4 1.2% 10% False False 85,368
80 806-4 689-6 116-6 16.7% 8-6 1.2% 7% False False 73,344
100 838-0 689-6 148-2 21.2% 8-2 1.2% 6% False False 63,220
120 838-0 689-6 148-2 21.2% 8-3 1.2% 6% False False 56,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 742-6
2.618 726-3
1.618 716-3
1.000 710-2
0.618 706-3
HIGH 700-2
0.618 696-3
0.500 695-2
0.382 694-1
LOW 690-2
0.618 684-1
1.000 680-2
1.618 674-1
2.618 664-1
4.250 647-6
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 697-2 697-1
PP 696-2 696-1
S1 695-2 695-0

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

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