CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 804-0 799-6 -4-2 -0.5% 805-0
High 813-0 810-0 -3-0 -0.4% 813-0
Low 802-4 799-6 -2-6 -0.3% 782-0
Close 808-6 807-4 -1-2 -0.2% 808-6
Range 10-4 10-2 -0-2 -2.4% 31-0
ATR 17-0 16-4 -0-4 -2.8% 0-0
Volume 29,536 23,429 -6,107 -20.7% 103,001
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 836-4 832-2 813-1
R3 826-2 822-0 810-3
R2 816-0 816-0 809-3
R1 811-6 811-6 808-4 813-7
PP 805-6 805-6 805-6 806-6
S1 801-4 801-4 806-4 803-5
S2 795-4 795-4 805-5
S3 785-2 791-2 804-5
S4 775-0 781-0 801-7
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% 11-1 1.4% 82% False False 21,833
10 813-0 737-0 76-0 9.4% 10-7 1.4% 93% False False 20,093
20 813-0 696-0 117-0 14.5% 11-7 1.5% 95% False False 25,647
40 813-0 518-4 294-4 36.5% 9-0 1.1% 98% False False 21,661
60 813-0 514-0 299-0 37.0% 7-3 0.9% 98% False False 17,424
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 853-4
2.618 836-7
1.618 826-5
1.000 820-2
0.618 816-3
HIGH 810-0
0.618 806-1
0.500 804-7
0.382 803-5
LOW 799-6
0.618 793-3
1.000 789-4
1.618 783-1
2.618 772-7
4.250 756-2
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 806-5 805-5
PP 805-6 803-7
S1 804-7 802-0

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

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