CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 795-2 805-4 10-2 1.3% 798-4
High 805-6 810-6 5-0 0.6% 834-0
Low 795-0 803-4 8-4 1.1% 795-0
Close 804-0 807-4 3-4 0.4% 809-2
Range 10-6 7-2 -3-4 -32.6% 39-0
ATR 19-4 18-5 -0-7 -4.5% 0-0
Volume 110,768 144,232 33,464 30.2% 737,446
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 829-0 825-4 811-4
R3 821-6 818-2 809-4
R2 814-4 814-4 808-7
R1 811-0 811-0 808-1 812-6
PP 807-2 807-2 807-2 808-1
S1 803-6 803-6 806-7 805-4
S2 800-0 800-0 806-1
S3 792-6 796-4 805-4
S4 785-4 789-2 803-4
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
5 834-0 786-4 47-4 5.9% 12-7 1.6% 44% False False 180,929
10 834-0 786-4 47-4 5.9% 13-1 1.6% 44% False False 161,100
20 834-0 745-4 88-4 11.0% 14-4 1.8% 70% False False 165,734
40 834-0 548-2 285-6 35.4% 16-2 2.0% 91% False False 178,998
60 834-0 506-0 328-0 40.6% 13-7 1.7% 92% False False 150,912
80 834-0 502-0 332-0 41.1% 12-4 1.6% 92% False False 129,753
100 834-0 502-0 332-0 41.1% 11-4 1.4% 92% False False 114,289
120 834-0 502-0 332-0 41.1% 10-5 1.3% 92% False False 101,219
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 1-5
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 841-4
2.618 829-6
1.618 822-4
1.000 818-0
0.618 815-2
HIGH 810-6
0.618 808-0
0.500 807-1
0.382 806-2
LOW 803-4
0.618 799-0
1.000 796-2
1.618 791-6
2.618 784-4
4.250 772-6
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 807-3 804-4
PP 807-2 801-5
S1 807-1 798-5

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

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