CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 798-2 829-4 31-2 3.9% 811-4
High 817-2 829-6 12-4 1.5% 817-4
Low 796-4 822-0 25-4 3.2% 782-0
Close 816-4 823-6 7-2 0.9% 807-4
Range 20-6 7-6 -13-0 -62.7% 35-4
ATR 20-7 20-2 -0-4 -2.6% 0-0
Volume 131,111 173,955 42,844 32.7% 752,278
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 848-3 843-7 828-0
R3 840-5 836-1 825-7
R2 832-7 832-7 825-1
R1 828-3 828-3 824-4 826-6
PP 825-1 825-1 825-1 824-3
S1 820-5 820-5 823-0 819-0
S2 817-3 817-3 822-3
S3 809-5 812-7 821-5
S4 801-7 805-1 819-4
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
5 829-6 795-0 34-6 4.2% 13-3 1.6% 83% True False 141,270
10 829-6 782-0 47-6 5.8% 13-2 1.6% 87% True False 144,960
20 829-6 729-0 100-6 12.2% 15-7 1.9% 94% True False 168,490
40 829-6 506-0 323-6 39.3% 16-1 2.0% 98% True False 171,977
60 829-6 506-0 323-6 39.3% 13-6 1.7% 98% True False 141,864
80 829-6 502-0 327-6 39.8% 12-2 1.5% 98% True False 122,406
100 829-6 502-0 327-6 39.8% 11-1 1.4% 98% True False 106,838
120 829-6 502-0 327-6 39.8% 10-3 1.3% 98% True False 95,038
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 862-6
2.618 850-0
1.618 842-2
1.000 837-4
0.618 834-4
HIGH 829-6
0.618 826-6
0.500 825-7
0.382 825-0
LOW 822-0
0.618 817-2
1.000 814-2
1.618 809-4
2.618 801-6
4.250 789-0
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 825-7 820-1
PP 825-1 816-4
S1 824-4 812-7

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

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