CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 814-4 815-4 1-0 0.1% 804-4
High 822-4 815-4 -7-0 -0.9% 820-0
Low 814-4 806-0 -8-4 -1.0% 774-0
Close 820-0 806-4 -13-4 -1.6% 798-4
Range 8-0 9-4 1-4 18.8% 46-0
ATR 22-7 22-2 -0-5 -2.8% 0-0
Volume 64,816 75,561 10,745 16.6% 355,699
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 837-7 831-5 811-6
R3 828-3 822-1 809-1
R2 818-7 818-7 808-2
R1 812-5 812-5 807-3 811-0
PP 809-3 809-3 809-3 808-4
S1 803-1 803-1 805-5 801-4
S2 799-7 799-7 804-6
S3 790-3 793-5 803-7
S4 780-7 784-1 801-2
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
5 822-4 776-4 46-0 5.7% 9-6 1.2% 65% False False 68,318
10 827-4 774-0 53-4 6.6% 14-5 1.8% 61% False False 79,945
20 827-4 655-4 172-0 21.3% 16-3 2.0% 88% False False 83,221
40 827-4 509-4 318-0 39.4% 14-1 1.8% 93% False False 84,179
60 827-4 507-0 320-4 39.7% 12-3 1.5% 93% False False 68,952
80 827-4 507-0 320-4 39.7% 11-1 1.4% 93% False False 59,202
100 827-4 507-0 320-4 39.7% 10-4 1.3% 93% False False 52,020
120 827-4 507-0 320-4 39.7% 9-6 1.2% 93% False False 45,474
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 855-7
2.618 840-3
1.618 830-7
1.000 825-0
0.618 821-3
HIGH 815-4
0.618 811-7
0.500 810-6
0.382 809-5
LOW 806-0
0.618 800-1
1.000 796-4
1.618 790-5
2.618 781-1
4.250 765-5
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 810-6 807-6
PP 809-3 807-3
S1 807-7 806-7

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

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