CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 806-4 806-6 0-2 0.0% 808-4
High 806-6 814-6 8-0 1.0% 817-4
Low 794-0 797-4 3-4 0.4% 794-0
Close 799-6 805-0 5-2 0.7% 799-6
Range 12-6 17-2 4-4 35.3% 23-4
ATR 15-7 16-0 0-1 0.6% 0-0
Volume 132,273 149,834 17,561 13.3% 647,687
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 857-4 848-4 814-4
R3 840-2 831-2 809-6
R2 823-0 823-0 808-1
R1 814-0 814-0 806-5 809-7
PP 805-6 805-6 805-6 803-6
S1 796-6 796-6 803-3 792-5
S2 788-4 788-4 801-7
S3 771-2 779-4 800-2
S4 754-0 762-2 795-4
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 874-2 860-4 812-5
R3 850-6 837-0 806-2
R2 827-2 827-2 804-0
R1 813-4 813-4 801-7 808-5
PP 803-6 803-6 803-6 801-2
S1 790-0 790-0 797-5 785-1
S2 780-2 780-2 795-4
S3 756-6 766-4 793-2
S4 733-2 743-0 786-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 817-4 794-0 23-4 2.9% 13-0 1.6% 47% False False 135,059
10 840-0 794-0 46-0 5.7% 12-5 1.6% 24% False False 141,269
20 840-0 786-4 53-4 6.6% 12-5 1.6% 35% False False 147,993
40 840-0 685-4 154-4 19.2% 15-4 1.9% 77% False False 164,988
60 840-0 506-0 334-0 41.5% 14-5 1.8% 90% False False 161,893
80 840-0 502-0 338-0 42.0% 13-2 1.6% 90% False False 141,144
100 840-0 502-0 338-0 42.0% 12-0 1.5% 90% False False 124,513
120 840-0 502-0 338-0 42.0% 11-2 1.4% 90% False False 111,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 888-0
2.618 859-7
1.618 842-5
1.000 832-0
0.618 825-3
HIGH 814-6
0.618 808-1
0.500 806-1
0.382 804-1
LOW 797-4
0.618 786-7
1.000 780-2
1.618 769-5
2.618 752-3
4.250 724-2
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 806-1 805-6
PP 805-6 805-4
S1 805-3 805-2

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

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