CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 764-6 752-4 -12-2 -1.6% 763-4
High 764-6 753-6 -11-0 -1.4% 764-6
Low 755-4 746-4 -9-0 -1.2% 746-4
Close 757-0 748-0 -9-0 -1.2% 748-0
Range 9-2 7-2 -2-0 -21.6% 18-2
ATR 15-4 15-1 -0-3 -2.3% 0-0
Volume 115,898 107,830 -8,068 -7.0% 697,363
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 771-1 766-7 752-0
R3 763-7 759-5 750-0
R2 756-5 756-5 749-3
R1 752-3 752-3 748-5 750-7
PP 749-3 749-3 749-3 748-6
S1 745-1 745-1 747-3 743-5
S2 742-1 742-1 746-5
S3 734-7 737-7 746-0
S4 727-5 730-5 744-0
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 807-7 796-1 758-0
R3 789-5 777-7 753-0
R2 771-3 771-3 751-3
R1 759-5 759-5 749-5 756-3
PP 753-1 753-1 753-1 751-4
S1 741-3 741-3 746-3 738-1
S2 734-7 734-7 744-5
S3 716-5 723-1 743-0
S4 698-3 704-7 738-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 764-6 746-4 18-2 2.4% 9-3 1.3% 8% False True 139,472
10 764-6 710-0 54-6 7.3% 12-7 1.7% 69% False False 146,037
20 803-0 710-0 93-0 12.4% 13-1 1.8% 41% False False 152,166
40 840-0 710-0 130-0 17.4% 12-6 1.7% 29% False False 148,733
60 840-0 710-0 130-0 17.4% 13-6 1.8% 29% False False 155,318
80 840-0 506-0 334-0 44.7% 14-4 1.9% 72% False False 160,355
100 840-0 506-0 334-0 44.7% 13-3 1.8% 72% False False 144,611
120 840-0 502-0 338-0 45.2% 12-3 1.7% 73% False False 131,182
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 1-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 784-4
2.618 772-6
1.618 765-4
1.000 761-0
0.618 758-2
HIGH 753-6
0.618 751-0
0.500 750-1
0.382 749-2
LOW 746-4
0.618 742-0
1.000 739-2
1.618 734-6
2.618 727-4
4.250 715-6
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 750-1 755-5
PP 749-3 753-1
S1 748-6 750-4

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

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