CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 763-4 750-0 -13-4 -1.8% 802-0
High 765-0 753-4 -11-4 -1.5% 803-0
Low 747-2 739-0 -8-2 -1.1% 760-0
Close 748-0 740-0 -8-0 -1.1% 782-0
Range 17-6 14-4 -3-2 -18.3% 43-0
ATR 16-3 16-2 -0-1 -0.8% 0-0
Volume 160,250 172,645 12,395 7.7% 818,680
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 787-5 778-3 748-0
R3 773-1 763-7 744-0
R2 758-5 758-5 742-5
R1 749-3 749-3 741-3 746-6
PP 744-1 744-1 744-1 742-7
S1 734-7 734-7 738-5 732-2
S2 729-5 729-5 737-3
S3 715-1 720-3 736-0
S4 700-5 705-7 732-0
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
5 789-0 739-0 50-0 6.8% 13-0 1.8% 2% False True 164,676
10 804-0 739-0 65-0 8.8% 13-0 1.8% 2% False True 151,665
20 840-0 739-0 101-0 13.6% 12-7 1.7% 1% False True 146,467
40 840-0 739-0 101-0 13.6% 13-2 1.8% 1% False True 151,547
60 840-0 589-0 251-0 33.9% 14-7 2.0% 60% False False 167,230
80 840-0 506-0 334-0 45.1% 13-5 1.8% 70% False False 150,538
100 840-0 502-0 338-0 45.7% 12-5 1.7% 70% False False 134,212
120 840-0 502-0 338-0 45.7% 11-6 1.6% 70% False False 120,827
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 2-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 815-1
2.618 791-4
1.618 777-0
1.000 768-0
0.618 762-4
HIGH 753-4
0.618 748-0
0.500 746-2
0.382 744-4
LOW 739-0
0.618 730-0
1.000 724-4
1.618 715-4
2.618 701-0
4.250 677-3
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 746-2 764-0
PP 744-1 756-0
S1 742-1 748-0

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

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