CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 809-2 807-4 -1-6 -0.2% 777-6
High 812-0 827-4 15-4 1.9% 827-4
Low 791-6 807-4 15-6 2.0% 766-0
Close 807-6 824-4 16-6 2.1% 824-4
Range 20-2 20-0 -0-2 -1.2% 61-4
ATR 23-4 23-2 -0-2 -1.1% 0-0
Volume 102,703 108,891 6,188 6.0% 474,939
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 879-7 872-1 835-4
R3 859-7 852-1 830-0
R2 839-7 839-7 828-1
R1 832-1 832-1 826-3 836-0
PP 819-7 819-7 819-7 821-6
S1 812-1 812-1 822-5 816-0
S2 799-7 799-7 820-7
S3 779-7 792-1 819-0
S4 759-7 772-1 813-4
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 990-4 969-0 858-3
R3 929-0 907-4 841-3
R2 867-4 867-4 835-6
R1 846-0 846-0 830-1 856-6
PP 806-0 806-0 806-0 811-3
S1 784-4 784-4 818-7 795-2
S2 744-4 744-4 813-2
S3 683-0 723-0 807-5
S4 621-4 661-4 790-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827-4 766-0 61-4 7.5% 18-3 2.2% 95% True False 94,987
10 827-4 686-6 140-6 17.1% 19-2 2.3% 98% True False 95,062
20 827-4 551-2 276-2 33.5% 16-5 2.0% 99% True False 96,109
40 827-4 509-4 318-0 38.6% 13-6 1.7% 99% True False 79,666
60 827-4 507-0 320-4 38.9% 11-7 1.4% 99% True False 64,486
80 827-4 507-0 320-4 38.9% 10-7 1.3% 99% True False 55,213
100 827-4 507-0 320-4 38.9% 10-0 1.2% 99% True False 48,092
120 827-4 507-0 320-4 38.9% 9-3 1.1% 99% True False 41,789
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 3-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 912-4
2.618 879-7
1.618 859-7
1.000 847-4
0.618 839-7
HIGH 827-4
0.618 819-7
0.500 817-4
0.382 815-1
LOW 807-4
0.618 795-1
1.000 787-4
1.618 775-1
2.618 755-1
4.250 722-4
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 822-1 816-6
PP 819-7 808-7
S1 817-4 801-1

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

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