CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 808-0 826-4 18-4 2.3% 805-0
High 814-0 826-4 12-4 1.5% 813-0
Low 808-0 820-0 12-0 1.5% 782-0
Close 813-4 823-6 10-2 1.3% 808-6
Range 6-0 6-4 0-4 8.3% 31-0
ATR 15-3 15-2 -0-1 -1.1% 0-0
Volume 18,728 34,823 16,095 85.9% 103,001
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 842-7 839-7 827-3
R3 836-3 833-3 825-4
R2 829-7 829-7 825-0
R1 826-7 826-7 824-3 825-1
PP 823-3 823-3 823-3 822-4
S1 820-3 820-3 823-1 818-5
S2 816-7 816-7 822-4
S3 810-3 813-7 822-0
S4 803-7 807-3 820-1
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
5 826-4 799-6 26-6 3.2% 7-2 0.9% 90% True False 24,152
10 826-4 782-0 44-4 5.4% 7-6 0.9% 94% True False 20,787
20 826-4 735-0 91-4 11.1% 9-3 1.1% 97% True False 24,350
40 826-4 518-4 308-0 37.4% 9-0 1.1% 99% True False 22,127
60 826-4 518-4 308-0 37.4% 7-3 0.9% 99% True False 18,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 854-1
2.618 843-4
1.618 837-0
1.000 833-0
0.618 830-4
HIGH 826-4
0.618 824-0
0.500 823-2
0.382 822-4
LOW 820-0
0.618 816-0
1.000 813-4
1.618 809-4
2.618 803-0
4.250 792-3
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 823-5 820-3
PP 823-3 817-1
S1 823-2 813-6

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

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