CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 539-2 533-6 -5-4 -1.0% 552-4
High 539-4 541-0 1-4 0.3% 560-6
Low 532-4 524-4 -8-0 -1.5% 524-4
Close 537-4 535-2 -2-2 -0.4% 535-2
Range 7-0 16-4 9-4 135.7% 36-2
ATR 9-3 9-7 0-4 5.4% 0-0
Volume 35,315 27,045 -8,270 -23.4% 171,215
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 583-1 575-5 544-3
R3 566-5 559-1 539-6
R2 550-1 550-1 538-2
R1 542-5 542-5 536-6 546-3
PP 533-5 533-5 533-5 535-4
S1 526-1 526-1 533-6 529-7
S2 517-1 517-1 532-2
S3 500-5 509-5 530-6
S4 484-1 493-1 526-1
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 648-7 628-3 555-2
R3 612-5 592-1 545-2
R2 576-3 576-3 541-7
R1 555-7 555-7 538-5 548-0
PP 540-1 540-1 540-1 536-2
S1 519-5 519-5 531-7 511-6
S2 503-7 503-7 528-5
S3 467-5 483-3 525-2
S4 431-3 447-1 515-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 560-6 524-4 36-2 6.8% 9-6 1.8% 30% False True 34,243
10 560-6 524-4 36-2 6.8% 8-3 1.6% 30% False True 32,040
20 570-2 524-4 45-6 8.5% 7-4 1.4% 23% False True 29,953
40 607-0 524-4 82-4 15.4% 7-6 1.4% 13% False True 26,622
60 609-0 524-4 84-4 15.8% 7-2 1.4% 13% False True 21,997
80 613-0 524-4 88-4 16.5% 6-4 1.2% 12% False True 18,551
100 618-0 524-4 93-4 17.5% 5-6 1.1% 11% False True 15,442
120 626-0 524-4 101-4 19.0% 5-4 1.0% 11% False True 13,221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 611-1
2.618 584-2
1.618 567-6
1.000 557-4
0.618 551-2
HIGH 541-0
0.618 534-6
0.500 532-6
0.382 530-6
LOW 524-4
0.618 514-2
1.000 508-0
1.618 497-6
2.618 481-2
4.250 454-3
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 534-3 536-6
PP 533-5 536-2
S1 532-6 535-6

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

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