CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 830-4 792-0 -38-4 -4.6% 798-4
High 834-0 802-6 -31-2 -3.7% 834-0
Low 807-4 791-4 -16-0 -2.0% 795-0
Close 809-2 792-2 -17-0 -2.1% 809-2
Range 26-4 11-2 -15-2 -57.5% 39-0
ATR 20-6 20-4 -0-2 -1.0% 0-0
Volume 184,057 266,141 82,084 44.6% 737,446
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 829-2 822-0 798-4
R3 818-0 810-6 795-3
R2 806-6 806-6 794-2
R1 799-4 799-4 793-2 803-1
PP 795-4 795-4 795-4 797-2
S1 788-2 788-2 791-2 791-7
S2 784-2 784-2 790-2
S3 773-0 777-0 789-1
S4 761-6 765-6 786-0
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 929-6 908-4 830-6
R3 890-6 869-4 820-0
R2 851-6 851-6 816-3
R1 830-4 830-4 812-7 841-1
PP 812-6 812-6 812-6 818-0
S1 791-4 791-4 805-5 802-1
S2 773-6 773-6 802-1
S3 734-6 752-4 798-4
S4 695-6 713-4 787-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 834-0 791-4 42-4 5.4% 15-4 2.0% 2% False True 173,829
10 834-0 782-0 52-0 6.6% 15-4 2.0% 20% False False 162,781
20 834-0 745-4 88-4 11.2% 16-1 2.0% 53% False False 172,156
40 834-0 520-2 313-6 39.6% 16-5 2.1% 87% False False 178,197
60 834-0 506-0 328-0 41.4% 14-0 1.8% 87% False False 147,087
80 834-0 502-0 332-0 41.9% 12-4 1.6% 87% False False 126,587
100 834-0 502-0 332-0 41.9% 11-3 1.4% 87% False False 110,625
120 834-0 502-0 332-0 41.9% 10-5 1.3% 87% False False 98,360
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 2-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 850-4
2.618 832-2
1.618 821-0
1.000 814-0
0.618 809-6
HIGH 802-6
0.618 798-4
0.500 797-1
0.382 795-6
LOW 791-4
0.618 784-4
1.000 780-2
1.618 773-2
2.618 762-0
4.250 743-6
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 797-1 812-6
PP 795-4 805-7
S1 793-7 799-1

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

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