CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 753-4 751-0 -2-4 -0.3% 743-0
High 758-4 763-4 5-0 0.7% 756-2
Low 752-4 751-0 -1-4 -0.2% 710-0
Close 758-2 756-6 -1-4 -0.2% 756-2
Range 6-0 12-4 6-4 108.3% 46-2
ATR 16-2 15-7 -0-2 -1.6% 0-0
Volume 132,144 172,279 40,135 30.4% 763,012
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 794-5 788-1 763-5
R3 782-1 775-5 760-2
R2 769-5 769-5 759-0
R1 763-1 763-1 757-7 766-3
PP 757-1 757-1 757-1 758-6
S1 750-5 750-5 755-5 753-7
S2 744-5 744-5 754-4
S3 732-1 738-1 753-2
S4 719-5 725-5 749-7
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 879-5 864-1 781-6
R3 833-3 817-7 769-0
R2 787-1 787-1 764-6
R1 771-5 771-5 760-4 779-3
PP 740-7 740-7 740-7 744-6
S1 725-3 725-3 752-0 733-1
S2 694-5 694-5 747-6
S3 648-3 679-1 743-4
S4 602-1 632-7 730-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 763-4 710-0 53-4 7.1% 17-2 2.3% 87% True False 172,108
10 763-4 710-0 53-4 7.1% 13-4 1.8% 87% True False 152,648
20 804-0 710-0 94-0 12.4% 13-4 1.8% 50% False False 152,689
40 840-0 710-0 130-0 17.2% 13-0 1.7% 36% False False 150,766
60 840-0 685-4 154-4 20.4% 14-7 2.0% 46% False False 159,982
80 840-0 506-0 334-0 44.1% 14-3 1.9% 75% False False 160,028
100 840-0 503-2 336-6 44.5% 13-3 1.8% 75% False False 143,741
120 840-0 502-0 338-0 44.7% 12-2 1.6% 75% False False 129,962
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 816-5
2.618 796-2
1.618 783-6
1.000 776-0
0.618 771-2
HIGH 763-4
0.618 758-6
0.500 757-2
0.382 755-6
LOW 751-0
0.618 743-2
1.000 738-4
1.618 730-6
2.618 718-2
4.250 697-7
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 757-2 757-2
PP 757-1 757-1
S1 756-7 756-7

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

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