CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 794-0 804-0 10-0 1.3% 805-0
High 802-0 813-0 11-0 1.4% 813-0
Low 791-0 802-4 11-4 1.5% 782-0
Close 797-4 808-6 11-2 1.4% 808-6
Range 11-0 10-4 -0-4 -4.5% 31-0
ATR 17-1 17-0 -0-1 -0.7% 0-0
Volume 23,989 29,536 5,547 23.1% 103,001
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 839-5 834-5 814-4
R3 829-1 824-1 811-5
R2 818-5 818-5 810-5
R1 813-5 813-5 809-6 816-1
PP 808-1 808-1 808-1 809-2
S1 803-1 803-1 807-6 805-5
S2 797-5 797-5 806-7
S3 787-1 792-5 805-7
S4 776-5 782-1 803-0
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 894-2 882-4 825-6
R3 863-2 851-4 817-2
R2 832-2 832-2 814-3
R1 820-4 820-4 811-5 826-3
PP 801-2 801-2 801-2 804-2
S1 789-4 789-4 805-7 795-3
S2 770-2 770-2 803-1
S3 739-2 758-4 800-2
S4 708-2 727-4 791-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 813-0 782-0 31-0 3.8% 9-6 1.2% 86% True False 20,600
10 813-0 737-0 76-0 9.4% 9-7 1.2% 94% True False 21,994
20 813-0 696-0 117-0 14.5% 11-4 1.4% 96% True False 25,807
40 813-0 518-4 294-4 36.4% 8-7 1.1% 99% True False 21,563
60 813-0 514-0 299-0 37.0% 7-2 0.9% 99% True False 17,214
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 3-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 857-5
2.618 840-4
1.618 830-0
1.000 823-4
0.618 819-4
HIGH 813-0
0.618 809-0
0.500 807-6
0.382 806-4
LOW 802-4
0.618 796-0
1.000 792-0
1.618 785-4
2.618 775-0
4.250 757-7
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 808-3 805-0
PP 808-1 801-2
S1 807-6 797-4

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

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