CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 803-6 793-0 -10-6 -1.3% 814-4
High 804-6 812-0 7-2 0.9% 822-4
Low 794-6 791-0 -3-6 -0.5% 782-6
Close 796-0 810-6 14-6 1.9% 810-0
Range 10-0 21-0 11-0 110.0% 39-6
ATR 20-2 20-2 0-0 0.3% 0-0
Volume 82,873 97,579 14,706 17.7% 352,178
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 867-5 860-1 822-2
R3 846-5 839-1 816-4
R2 825-5 825-5 814-5
R1 818-1 818-1 812-5 821-7
PP 804-5 804-5 804-5 806-4
S1 797-1 797-1 808-7 800-7
S2 783-5 783-5 806-7
S3 762-5 776-1 805-0
S4 741-5 755-1 799-2
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
5 815-2 787-0 28-2 3.5% 12-6 1.6% 84% False False 73,307
10 822-4 776-4 46-0 5.7% 12-2 1.5% 74% False False 71,711
20 827-4 717-6 109-6 13.5% 14-6 1.8% 85% False False 79,179
40 827-4 509-4 318-0 39.2% 14-6 1.8% 95% False False 85,522
60 827-4 509-4 318-0 39.2% 13-1 1.6% 95% False False 72,414
80 827-4 507-0 320-4 39.5% 11-5 1.4% 95% False False 62,851
100 827-4 507-0 320-4 39.5% 10-7 1.3% 95% False False 55,077
120 827-4 507-0 320-4 39.5% 10-1 1.2% 95% False False 48,611
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 901-2
2.618 867-0
1.618 846-0
1.000 833-0
0.618 825-0
HIGH 812-0
0.618 804-0
0.500 801-4
0.382 799-0
LOW 791-0
0.618 778-0
1.000 770-0
1.618 757-0
2.618 736-0
4.250 701-6
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 807-5 807-5
PP 804-5 804-5
S1 801-4 801-4

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

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