CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 797-4 790-4 -7-0 -0.9% 804-4
High 803-0 801-0 -2-0 -0.2% 820-0
Low 782-6 787-0 4-2 0.5% 774-0
Close 800-4 794-0 -6-4 -0.8% 798-4
Range 20-2 14-0 -6-2 -30.9% 46-0
ATR 22-3 21-6 -0-5 -2.7% 0-0
Volume 83,904 67,507 -16,397 -19.5% 355,699
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 836-0 829-0 801-6
R3 822-0 815-0 797-7
R2 808-0 808-0 796-5
R1 801-0 801-0 795-2 804-4
PP 794-0 794-0 794-0 795-6
S1 787-0 787-0 792-6 790-4
S2 780-0 780-0 791-3
S3 766-0 773-0 790-1
S4 752-0 759-0 786-2
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
5 822-4 782-6 39-6 5.0% 11-6 1.5% 28% False False 70,249
10 827-4 774-0 53-4 6.7% 13-7 1.7% 37% False False 75,637
20 827-4 686-6 140-6 17.7% 15-7 2.0% 76% False False 83,378
40 827-4 509-4 318-0 40.1% 14-5 1.8% 89% False False 85,223
60 827-4 507-0 320-4 40.4% 12-6 1.6% 90% False False 70,357
80 827-4 507-0 320-4 40.4% 11-3 1.4% 90% False False 60,463
100 827-4 507-0 320-4 40.4% 10-5 1.3% 90% False False 52,992
120 827-4 507-0 320-4 40.4% 9-7 1.2% 90% False False 46,493
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 860-4
2.618 837-5
1.618 823-5
1.000 815-0
0.618 809-5
HIGH 801-0
0.618 795-5
0.500 794-0
0.382 792-3
LOW 787-0
0.618 778-3
1.000 773-0
1.618 764-3
2.618 750-3
4.250 727-4
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 794-0 799-1
PP 794-0 797-3
S1 794-0 795-6

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

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