CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 559-2 543-0 -16-2 -2.9% 565-0
High 559-2 543-0 -16-2 -2.9% 568-0
Low 550-4 535-0 -15-4 -2.8% 550-4
Close 555-4 540-6 -14-6 -2.7% 555-4
Range 8-6 8-0 -0-6 -8.6% 17-4
ATR 9-0 9-6 0-7 9.2% 0-0
Volume 24,848 19,684 -5,164 -20.8% 114,076
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 563-5 560-1 545-1
R3 555-5 552-1 543-0
R2 547-5 547-5 542-2
R1 544-1 544-1 541-4 541-7
PP 539-5 539-5 539-5 538-4
S1 536-1 536-1 540-0 533-7
S2 531-5 531-5 539-2
S3 523-5 528-1 538-4
S4 515-5 520-1 536-3
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 610-4 600-4 565-1
R3 593-0 583-0 560-2
R2 575-4 575-4 558-6
R1 565-4 565-4 557-1 561-6
PP 558-0 558-0 558-0 556-1
S1 548-0 548-0 553-7 544-2
S2 540-4 540-4 552-2
S3 523-0 530-4 550-6
S4 505-4 513-0 545-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 568-0 535-0 33-0 6.1% 6-7 1.3% 17% False True 26,752
10 574-2 535-0 39-2 7.3% 7-4 1.4% 15% False True 27,992
20 607-0 535-0 72-0 13.3% 7-6 1.4% 8% False True 23,980
40 609-0 535-0 74-0 13.7% 7-0 1.3% 8% False True 20,131
60 609-0 535-0 74-0 13.7% 6-3 1.2% 8% False True 16,472
80 618-0 535-0 83-0 15.3% 5-5 1.0% 7% False True 13,600
100 618-0 535-0 83-0 15.3% 5-1 1.0% 7% False True 11,324
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 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 577-0
2.618 564-0
1.618 556-0
1.000 551-0
0.618 548-0
HIGH 543-0
0.618 540-0
0.500 539-0
0.382 538-0
LOW 535-0
0.618 530-0
1.000 527-0
1.618 522-0
2.618 514-0
4.250 501-0
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 540-1 551-4
PP 539-5 547-7
S1 539-0 544-3

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

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