CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 804-4 799-0 -5-4 -0.7% 814-4
High 815-2 806-0 -9-2 -1.1% 822-4
Low 804-4 798-0 -6-4 -0.8% 782-6
Close 810-0 803-0 -7-0 -0.9% 810-0
Range 10-6 8-0 -2-6 -25.6% 39-6
ATR 21-6 21-0 -0-6 -3.2% 0-0
Volume 60,390 58,189 -2,201 -3.6% 352,178
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 826-3 822-5 807-3
R3 818-3 814-5 805-2
R2 810-3 810-3 804-4
R1 806-5 806-5 803-6 808-4
PP 802-3 802-3 802-3 803-2
S1 798-5 798-5 802-2 800-4
S2 794-3 794-3 801-4
S3 786-3 790-5 800-6
S4 778-3 782-5 798-5
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 924-3 906-7 831-7
R3 884-5 867-1 820-7
R2 844-7 844-7 817-2
R1 827-3 827-3 813-5 816-2
PP 805-1 805-1 805-1 799-4
S1 787-5 787-5 806-3 776-4
S2 765-3 765-3 802-6
S3 725-5 747-7 799-1
S4 685-7 708-1 788-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 815-4 782-6 32-6 4.1% 12-4 1.6% 62% False False 69,110
10 822-4 774-0 48-4 6.0% 11-7 1.5% 60% False False 69,358
20 827-4 686-6 140-6 17.5% 16-3 2.0% 83% False False 81,687
40 827-4 509-4 318-0 39.6% 14-5 1.8% 92% False False 84,472
60 827-4 507-0 320-4 39.9% 12-7 1.6% 92% False False 70,993
80 827-4 507-0 320-4 39.9% 11-4 1.4% 92% False False 61,152
100 827-4 507-0 320-4 39.9% 10-5 1.3% 92% False False 53,719
120 827-4 507-0 320-4 39.9% 9-7 1.2% 92% False False 47,268
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 840-0
2.618 827-0
1.618 819-0
1.000 814-0
0.618 811-0
HIGH 806-0
0.618 803-0
0.500 802-0
0.382 801-0
LOW 798-0
0.618 793-0
1.000 790-0
1.618 785-0
2.618 777-0
4.250 764-0
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 802-5 802-3
PP 802-3 801-6
S1 802-0 801-1

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

View Archives - Comment on this page... - Back to Index of Symbols