CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 801-6 803-4 1-6 0.2% 782-4
High 803-0 816-2 13-2 1.7% 803-0
Low 798-0 801-6 3-6 0.5% 779-0
Close 798-4 815-2 16-6 2.1% 798-4
Range 5-0 14-4 9-4 190.0% 24-0
ATR 17-1 17-1 0-0 0.3% 0-0
Volume 55,611 65,605 9,994 18.0% 353,752
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 854-5 849-3 823-2
R3 840-1 834-7 819-2
R2 825-5 825-5 817-7
R1 820-3 820-3 816-5 823-0
PP 811-1 811-1 811-1 812-3
S1 805-7 805-7 813-7 808-4
S2 796-5 796-5 812-5
S3 782-1 791-3 811-2
S4 767-5 776-7 807-2
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 865-4 856-0 811-6
R3 841-4 832-0 805-1
R2 817-4 817-4 802-7
R1 808-0 808-0 800-6 812-6
PP 793-4 793-4 793-4 795-7
S1 784-0 784-0 796-2 788-6
S2 769-4 769-4 794-1
S3 745-4 760-0 791-7
S4 721-4 736-0 785-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 816-2 779-0 37-2 4.6% 8-0 1.0% 97% True False 59,806
10 827-0 779-0 48-0 5.9% 11-3 1.4% 76% False False 85,142
20 827-0 774-0 53-0 6.5% 11-5 1.4% 78% False False 77,250
40 827-4 588-4 239-0 29.3% 14-2 1.8% 95% False False 86,792
60 827-4 509-4 318-0 39.0% 13-0 1.6% 96% False False 79,592
80 827-4 507-0 320-4 39.3% 12-0 1.5% 96% False False 68,256
100 827-4 507-0 320-4 39.3% 11-1 1.4% 96% False False 60,186
120 827-4 507-0 320-4 39.3% 10-3 1.3% 96% False False 53,473
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 877-7
2.618 854-2
1.618 839-6
1.000 830-6
0.618 825-2
HIGH 816-2
0.618 810-6
0.500 809-0
0.382 807-2
LOW 801-6
0.618 792-6
1.000 787-2
1.618 778-2
2.618 763-6
4.250 740-1
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 813-1 812-1
PP 811-1 808-7
S1 809-0 805-6

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

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