CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 796-2 797-2 1-0 0.1% 799-6
High 798-0 804-4 6-4 0.8% 831-2
Low 791-0 797-2 6-2 0.8% 799-6
Close 791-2 804-2 13-0 1.6% 812-0
Range 7-0 7-2 0-2 3.6% 31-4
ATR 15-0 14-7 -0-1 -0.9% 0-0
Volume 25,017 13,520 -11,497 -46.0% 121,169
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 823-6 821-2 808-2
R3 816-4 814-0 806-2
R2 809-2 809-2 805-5
R1 806-6 806-6 804-7 808-0
PP 802-0 802-0 802-0 802-5
S1 799-4 799-4 803-5 800-6
S2 794-6 794-6 802-7
S3 787-4 792-2 802-2
S4 780-2 785-0 800-2
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 908-7 891-7 829-3
R3 877-3 860-3 820-5
R2 845-7 845-7 817-6
R1 828-7 828-7 814-7 837-3
PP 814-3 814-3 814-3 818-4
S1 797-3 797-3 809-1 805-7
S2 782-7 782-7 806-2
S3 751-3 765-7 803-3
S4 719-7 734-3 794-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 831-2 791-0 40-2 5.0% 9-2 1.2% 33% False False 26,528
10 831-2 791-0 40-2 5.0% 8-6 1.1% 33% False False 24,256
20 831-2 737-0 94-2 11.7% 9-0 1.1% 71% False False 24,142
40 831-2 561-0 270-2 33.6% 9-5 1.2% 90% False False 23,287
60 831-2 518-4 312-6 38.9% 7-5 1.0% 91% False False 19,172
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 0-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 835-2
2.618 823-4
1.618 816-2
1.000 811-6
0.618 809-0
HIGH 804-4
0.618 801-6
0.500 800-7
0.382 800-0
LOW 797-2
0.618 792-6
1.000 790-0
1.618 785-4
2.618 778-2
4.250 766-4
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 803-1 802-1
PP 802-0 799-7
S1 800-7 797-6

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

View Archives - Comment on this page... - Back to Index of Symbols