CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 585-0 581-0 -4-0 -0.7% 615-4
High 585-0 581-0 -4-0 -0.7% 615-4
Low 580-0 577-0 -3-0 -0.5% 577-0
Close 580-0 578-0 -2-0 -0.3% 578-0
Range 5-0 4-0 -1-0 -20.0% 38-4
ATR 8-4 8-2 -0-3 -3.8% 0-0
Volume 8,307 13,602 5,295 63.7% 38,454
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 590-5 588-3 580-2
R3 586-5 584-3 579-1
R2 582-5 582-5 578-6
R1 580-3 580-3 578-3 579-4
PP 578-5 578-5 578-5 578-2
S1 576-3 576-3 577-5 575-4
S2 574-5 574-5 577-2
S3 570-5 572-3 576-7
S4 566-5 568-3 575-6
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 705-5 680-3 599-1
R3 667-1 641-7 588-5
R2 628-5 628-5 585-0
R1 603-3 603-3 581-4 596-6
PP 590-1 590-1 590-1 586-7
S1 564-7 564-7 574-4 558-2
S2 551-5 551-5 571-0
S3 513-1 526-3 567-3
S4 474-5 487-7 556-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 615-4 577-0 38-4 6.7% 4-0 0.7% 3% False True 7,690
10 618-0 577-0 41-0 7.1% 3-4 0.6% 2% False True 5,996
20 618-0 564-2 53-6 9.3% 2-7 0.5% 26% False False 4,126
40 618-0 557-4 60-4 10.5% 3-4 0.6% 34% False False 3,202
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 0-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 598-0
2.618 591-4
1.618 587-4
1.000 585-0
0.618 583-4
HIGH 581-0
0.618 579-4
0.500 579-0
0.382 578-4
LOW 577-0
0.618 574-4
1.000 573-0
1.618 570-4
2.618 566-4
4.250 560-0
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 579-0 594-2
PP 578-5 588-7
S1 578-3 583-3

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

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