CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 815-4 797-4 -18-0 -2.2% 804-4
High 815-4 803-0 -12-4 -1.5% 820-0
Low 806-0 782-6 -23-2 -2.9% 774-0
Close 806-4 800-4 -6-0 -0.7% 798-4
Range 9-4 20-2 10-6 113.2% 46-0
ATR 22-2 22-3 0-1 0.5% 0-0
Volume 75,561 83,904 8,343 11.0% 355,699
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 856-1 848-5 811-5
R3 835-7 828-3 806-1
R2 815-5 815-5 804-2
R1 808-1 808-1 802-3 811-7
PP 795-3 795-3 795-3 797-2
S1 787-7 787-7 798-5 791-5
S2 775-1 775-1 796-6
S3 754-7 767-5 794-7
S4 734-5 747-3 789-3
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% 11-7 1.5% 52% False False 70,115
10 827-4 774-0 53-4 6.7% 14-4 1.8% 50% False False 79,157
20 827-4 686-6 140-6 17.6% 16-3 2.0% 81% False False 86,343
40 827-4 509-4 318-0 39.7% 14-3 1.8% 92% False False 84,875
60 827-4 507-0 320-4 40.0% 12-5 1.6% 92% False False 69,737
80 827-4 507-0 320-4 40.0% 11-2 1.4% 92% False False 59,941
100 827-4 507-0 320-4 40.0% 10-5 1.3% 92% False False 52,611
120 827-4 507-0 320-4 40.0% 9-7 1.2% 92% False False 46,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 889-0
2.618 856-0
1.618 835-6
1.000 823-2
0.618 815-4
HIGH 803-0
0.618 795-2
0.500 792-7
0.382 790-4
LOW 782-6
0.618 770-2
1.000 762-4
1.618 750-0
2.618 729-6
4.250 696-6
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 798-0 802-5
PP 795-3 801-7
S1 792-7 801-2

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

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