CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 832-0 825-2 -6-6 -0.8% 782-4
High 832-4 826-0 -6-4 -0.8% 803-0
Low 825-6 806-4 -19-2 -2.3% 779-0
Close 830-2 808-6 -21-4 -2.6% 798-4
Range 6-6 19-4 12-6 188.9% 24-0
ATR 16-4 17-0 0-4 3.2% 0-0
Volume 57,105 69,363 12,258 21.5% 353,752
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 872-2 860-0 819-4
R3 852-6 840-4 814-1
R2 833-2 833-2 812-3
R1 821-0 821-0 810-4 817-3
PP 813-6 813-6 813-6 812-0
S1 801-4 801-4 807-0 797-7
S2 794-2 794-2 805-1
S3 774-6 782-0 803-3
S4 755-2 762-4 798-0
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
5 832-6 798-0 34-6 4.3% 10-5 1.3% 31% False False 60,635
10 832-6 779-0 53-6 6.6% 10-6 1.3% 55% False False 73,819
20 832-6 779-0 53-6 6.6% 11-2 1.4% 55% False False 75,160
40 832-6 625-0 207-6 25.7% 14-1 1.8% 88% False False 82,384
60 832-6 509-4 323-2 40.0% 13-2 1.6% 93% False False 80,457
80 832-6 507-0 325-6 40.3% 12-2 1.5% 93% False False 69,234
100 832-6 507-0 325-6 40.3% 11-1 1.4% 93% False False 61,362
120 832-6 507-0 325-6 40.3% 10-4 1.3% 93% False False 54,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 908-7
2.618 877-0
1.618 857-4
1.000 845-4
0.618 838-0
HIGH 826-0
0.618 818-4
0.500 816-2
0.382 814-0
LOW 806-4
0.618 794-4
1.000 787-0
1.618 775-0
2.618 755-4
4.250 723-5
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 816-2 819-5
PP 813-6 816-0
S1 811-2 812-3

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

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