CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 731-4 718-2 -13-2 -1.8% 763-4
High 732-2 721-0 -11-2 -1.5% 765-0
Low 723-0 711-4 -11-4 -1.6% 739-0
Close 724-6 716-2 -8-4 -1.2% 748-2
Range 9-2 9-4 0-2 2.7% 26-0
ATR 15-2 15-1 -0-1 -1.0% 0-0
Volume 167,917 166,276 -1,641 -1.0% 764,277
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 744-6 740-0 721-4
R3 735-2 730-4 718-7
R2 725-6 725-6 718-0
R1 721-0 721-0 717-1 718-5
PP 716-2 716-2 716-2 715-0
S1 711-4 711-4 715-3 709-1
S2 706-6 706-6 714-4
S3 697-2 702-0 713-5
S4 687-6 692-4 711-0
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 828-6 814-4 762-4
R3 802-6 788-4 755-3
R2 776-6 776-6 753-0
R1 762-4 762-4 750-5 756-5
PP 750-6 750-6 750-6 747-6
S1 736-4 736-4 745-7 730-5
S2 724-6 724-6 743-4
S3 698-6 710-4 741-1
S4 672-6 684-4 734-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 752-4 711-4 41-0 5.7% 8-5 1.2% 12% False True 134,108
10 789-0 711-4 77-4 10.8% 11-5 1.6% 6% False True 144,873
20 817-4 711-4 106-0 14.8% 12-1 1.7% 4% False True 145,431
40 840-0 711-4 128-4 17.9% 12-4 1.7% 4% False True 148,204
60 840-0 685-4 154-4 21.6% 14-4 2.0% 20% False False 160,257
80 840-0 506-0 334-0 46.6% 13-6 1.9% 63% False False 156,176
100 840-0 502-0 338-0 47.2% 12-7 1.8% 63% False False 139,803
120 840-0 502-0 338-0 47.2% 11-7 1.7% 63% False False 125,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 761-3
2.618 745-7
1.618 736-3
1.000 730-4
0.618 726-7
HIGH 721-0
0.618 717-3
0.500 716-2
0.382 715-1
LOW 711-4
0.618 705-5
1.000 702-0
1.618 696-1
2.618 686-5
4.250 671-1
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 716-2 728-6
PP 716-2 724-5
S1 716-2 720-3

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

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