CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 791-0 796-4 5-4 0.7% 804-4
High 791-0 800-0 9-0 1.1% 820-0
Low 776-4 793-0 16-4 2.1% 774-0
Close 781-2 798-4 17-2 2.2% 798-4
Range 14-4 7-0 -7-4 -51.7% 46-0
ATR 23-0 22-6 -0-2 -1.3% 0-0
Volume 66,837 59,457 -7,380 -11.0% 355,699
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 818-1 815-3 802-3
R3 811-1 808-3 800-3
R2 804-1 804-1 799-6
R1 801-3 801-3 799-1 802-6
PP 797-1 797-1 797-1 797-7
S1 794-3 794-3 797-7 795-6
S2 790-1 790-1 797-2
S3 783-1 787-3 796-5
S4 776-1 780-3 794-5
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 935-4 913-0 823-6
R3 889-4 867-0 811-1
R2 843-4 843-4 806-7
R1 821-0 821-0 802-6 809-2
PP 797-4 797-4 797-4 791-5
S1 775-0 775-0 794-2 763-2
S2 751-4 751-4 790-1
S3 705-4 729-0 785-7
S4 659-4 683-0 773-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 820-0 774-0 46-0 5.8% 13-2 1.7% 53% False False 71,139
10 827-4 766-0 61-4 7.7% 15-7 2.0% 53% False False 83,063
20 827-4 626-0 201-4 25.2% 16-6 2.1% 86% False False 86,811
40 827-4 509-4 318-0 39.8% 14-2 1.8% 91% False False 83,187
60 827-4 507-0 320-4 40.1% 12-4 1.6% 91% False False 67,652
80 827-4 507-0 320-4 40.1% 11-0 1.4% 91% False False 58,157
100 827-4 507-0 320-4 40.1% 10-4 1.3% 91% False False 50,949
120 827-4 507-0 320-4 40.1% 9-6 1.2% 91% False False 44,445
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 829-6
2.618 818-3
1.618 811-3
1.000 807-0
0.618 804-3
HIGH 800-0
0.618 797-3
0.500 796-4
0.382 795-5
LOW 793-0
0.618 788-5
1.000 786-0
1.618 781-5
2.618 774-5
4.250 763-2
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 797-7 795-2
PP 797-1 792-0
S1 796-4 788-6

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

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