CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 811-0 810-0 -1-0 -0.1% 803-0
High 811-4 815-4 4-0 0.5% 817-0
Low 799-0 803-0 4-0 0.5% 789-0
Close 802-6 807-0 4-2 0.5% 802-6
Range 12-4 12-4 0-0 0.0% 28-0
ATR 15-2 15-0 -0-1 -1.2% 0-0
Volume 12,637 4,708 -7,929 -62.7% 209,703
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 846-0 839-0 813-7
R3 833-4 826-4 810-4
R2 821-0 821-0 809-2
R1 814-0 814-0 808-1 811-2
PP 808-4 808-4 808-4 807-1
S1 801-4 801-4 805-7 798-6
S2 796-0 796-0 804-6
S3 783-4 789-0 803-4
S4 771-0 776-4 800-1
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 886-7 872-7 818-1
R3 858-7 844-7 810-4
R2 830-7 830-7 807-7
R1 816-7 816-7 805-3 809-7
PP 802-7 802-7 802-7 799-4
S1 788-7 788-7 800-1 781-7
S2 774-7 774-7 797-5
S3 746-7 760-7 795-0
S4 718-7 732-7 787-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 817-0 789-0 28-0 3.5% 11-2 1.4% 64% False False 35,213
10 832-6 789-0 43-6 5.4% 11-3 1.4% 41% False False 44,940
20 832-6 779-0 53-6 6.7% 11-3 1.4% 52% False False 65,041
40 832-6 686-6 146-0 18.1% 13-7 1.7% 82% False False 73,364
60 832-6 509-4 323-2 40.1% 13-4 1.7% 92% False False 77,995
80 832-6 507-0 325-6 40.4% 12-4 1.5% 92% False False 69,505
100 832-6 507-0 325-6 40.4% 11-4 1.4% 92% False False 61,930
120 832-6 507-0 325-6 40.4% 10-6 1.3% 92% False False 55,606
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-7
Fibonacci Retracements and Extensions
4.250 868-5
2.618 848-2
1.618 835-6
1.000 828-0
0.618 823-2
HIGH 815-4
0.618 810-6
0.500 809-2
0.382 807-6
LOW 803-0
0.618 795-2
1.000 790-4
1.618 782-6
2.618 770-2
4.250 749-7
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 809-2 808-0
PP 808-4 807-5
S1 807-6 807-3

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

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