CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 784-0 763-4 -20-4 -2.6% 802-0
High 789-0 765-0 -24-0 -3.0% 803-0
Low 778-0 747-2 -30-6 -4.0% 760-0
Close 782-0 748-0 -34-0 -4.3% 782-0
Range 11-0 17-6 6-6 61.4% 43-0
ATR 15-0 16-3 1-3 9.5% 0-0
Volume 142,075 160,250 18,175 12.8% 818,680
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 806-5 795-1 757-6
R3 788-7 777-3 752-7
R2 771-1 771-1 751-2
R1 759-5 759-5 749-5 756-4
PP 753-3 753-3 753-3 751-7
S1 741-7 741-7 746-3 738-6
S2 735-5 735-5 744-6
S3 717-7 724-1 743-1
S4 700-1 706-3 738-2
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 910-5 889-3 805-5
R3 867-5 846-3 793-7
R2 824-5 824-5 789-7
R1 803-3 803-3 786-0 792-4
PP 781-5 781-5 781-5 776-2
S1 760-3 760-3 778-0 749-4
S2 738-5 738-5 774-1
S3 695-5 717-3 770-1
S4 652-5 674-3 758-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 789-0 747-2 41-6 5.6% 12-3 1.7% 2% False True 159,825
10 814-6 747-2 67-4 9.0% 13-2 1.8% 1% False True 149,383
20 840-0 747-2 92-6 12.4% 12-7 1.7% 1% False True 143,184
40 840-0 745-4 94-4 12.6% 13-4 1.8% 3% False False 151,962
60 840-0 554-0 286-0 38.2% 14-7 2.0% 68% False False 166,860
80 840-0 506-0 334-0 44.7% 13-5 1.8% 72% False False 149,208
100 840-0 502-0 338-0 45.2% 12-5 1.7% 73% False False 132,951
120 840-0 502-0 338-0 45.2% 11-6 1.6% 73% False False 119,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 840-4
2.618 811-4
1.618 793-6
1.000 782-6
0.618 776-0
HIGH 765-0
0.618 758-2
0.500 756-1
0.382 754-0
LOW 747-2
0.618 736-2
1.000 729-4
1.618 718-4
2.618 700-6
4.250 671-6
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 756-1 768-1
PP 753-3 761-3
S1 750-6 754-6

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

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