CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 798-4 806-6 8-2 1.0% 811-4
High 809-0 807-4 -1-4 -0.2% 817-4
Low 795-0 796-0 1-0 0.1% 782-0
Close 805-0 800-4 -4-4 -0.6% 807-4
Range 14-0 11-4 -2-4 -17.9% 35-4
ATR 21-5 20-7 -0-6 -3.3% 0-0
Volume 134,440 113,883 -20,557 -15.3% 752,278
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 835-7 829-5 806-7
R3 824-3 818-1 803-5
R2 812-7 812-7 802-5
R1 806-5 806-5 801-4 804-0
PP 801-3 801-3 801-3 800-0
S1 795-1 795-1 799-4 792-4
S2 789-7 789-7 798-3
S3 778-3 783-5 797-3
S4 766-7 772-1 794-1
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 908-7 893-5 827-0
R3 873-3 858-1 817-2
R2 837-7 837-7 814-0
R1 822-5 822-5 810-6 812-4
PP 802-3 802-3 802-3 797-2
S1 787-1 787-1 804-2 777-0
S2 766-7 766-7 801-0
S3 731-3 751-5 797-6
S4 695-7 716-1 788-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 816-6 782-0 34-6 4.3% 15-6 2.0% 53% False False 146,341
10 817-4 771-0 46-4 5.8% 12-7 1.6% 63% False False 152,149
20 817-4 685-4 132-0 16.5% 18-4 2.3% 87% False False 178,415
40 817-4 506-0 311-4 38.9% 15-6 2.0% 95% False False 169,289
60 817-4 503-2 314-2 39.3% 13-4 1.7% 95% False False 139,057
80 817-4 502-0 315-4 39.4% 11-7 1.5% 95% False False 119,559
100 817-4 502-0 315-4 39.4% 11-0 1.4% 95% False False 104,529
120 817-4 502-0 315-4 39.4% 10-2 1.3% 95% False False 92,904
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 856-3
2.618 837-5
1.618 826-1
1.000 819-0
0.618 814-5
HIGH 807-4
0.618 803-1
0.500 801-6
0.382 800-3
LOW 796-0
0.618 788-7
1.000 784-4
1.618 777-3
2.618 765-7
4.250 747-1
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 801-6 805-7
PP 801-3 804-1
S1 800-7 802-2

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

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