CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 782-4 784-0 1-4 0.2% 799-0
High 788-2 784-6 -3-4 -0.4% 827-0
Low 782-0 779-0 -3-0 -0.4% 791-0
Close 782-6 779-6 -3-0 -0.4% 800-0
Range 6-2 5-6 -0-4 -8.0% 36-0
ATR 20-2 19-2 -1-0 -5.1% 0-0
Volume 120,323 52,599 -67,724 -56.3% 490,260
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 798-3 794-7 782-7
R3 792-5 789-1 781-3
R2 786-7 786-7 780-6
R1 783-3 783-3 780-2 782-2
PP 781-1 781-1 781-1 780-5
S1 777-5 777-5 779-2 776-4
S2 775-3 775-3 778-6
S3 769-5 771-7 778-1
S4 763-7 766-1 776-5
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 914-0 893-0 819-6
R3 878-0 857-0 809-7
R2 842-0 842-0 806-5
R1 821-0 821-0 803-2 831-4
PP 806-0 806-0 806-0 811-2
S1 785-0 785-0 796-6 795-4
S2 770-0 770-0 793-3
S3 734-0 749-0 790-1
S4 698-0 713-0 780-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827-0 779-0 48-0 6.2% 13-7 1.8% 2% False True 104,424
10 827-0 779-0 48-0 6.2% 13-2 1.7% 2% False True 87,498
20 827-4 774-0 53-4 6.9% 14-0 1.8% 11% False False 83,722
40 827-4 550-2 277-2 35.6% 14-7 1.9% 83% False False 88,121
60 827-4 509-4 318-0 40.8% 13-3 1.7% 85% False False 77,611
80 827-4 507-0 320-4 41.1% 12-0 1.5% 85% False False 66,656
100 827-4 507-0 320-4 41.1% 11-1 1.4% 85% False False 58,450
120 827-4 507-0 320-4 41.1% 10-3 1.3% 85% False False 51,815
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 1-5
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 809-2
2.618 799-6
1.618 794-0
1.000 790-4
0.618 788-2
HIGH 784-6
0.618 782-4
0.500 781-7
0.382 781-2
LOW 779-0
0.618 775-4
1.000 773-2
1.618 769-6
2.618 764-0
4.250 754-4
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 781-7 803-0
PP 781-1 795-2
S1 780-4 787-4

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

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