CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 801-0 794-0 -7-0 -0.9% 803-0
High 801-0 799-0 -2-0 -0.2% 817-0
Low 789-2 789-0 -0-2 0.0% 789-0
Close 789-6 797-2 7-4 0.9% 802-6
Range 11-6 10-0 -1-6 -14.9% 28-0
ATR 15-2 14-7 -0-3 -2.5% 0-0
Volume 8,436 3,779 -4,657 -55.2% 209,703
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 825-1 821-1 802-6
R3 815-1 811-1 800-0
R2 805-1 805-1 799-1
R1 801-1 801-1 798-1 803-1
PP 795-1 795-1 795-1 796-0
S1 791-1 791-1 796-3 793-1
S2 785-1 785-1 795-3
S3 775-1 781-1 794-4
S4 765-1 771-1 791-6
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% 11-0 1.4% 29% False True 16,112
10 826-0 789-0 37-0 4.6% 12-2 1.5% 22% False True 34,901
20 832-6 779-0 53-6 6.7% 10-7 1.4% 34% False False 56,629
40 832-6 717-6 115-0 14.4% 12-7 1.6% 69% False False 67,904
60 832-6 509-4 323-2 40.5% 13-4 1.7% 89% False False 75,891
80 832-6 509-4 323-2 40.5% 12-4 1.6% 89% False False 68,468
100 832-6 507-0 325-6 40.9% 11-4 1.4% 89% False False 61,607
120 832-6 507-0 325-6 40.9% 10-7 1.4% 89% False False 55,336
Crabel Price Patterns
NR True
NR4 True
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 2-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 841-4
2.618 825-1
1.618 815-1
1.000 809-0
0.618 805-1
HIGH 799-0
0.618 795-1
0.500 794-0
0.382 792-7
LOW 789-0
0.618 782-7
1.000 779-0
1.618 772-7
2.618 762-7
4.250 746-4
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 796-1 802-2
PP 795-1 800-5
S1 794-0 798-7

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

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