CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 808-0 812-4 4-4 0.6% 800-2
High 808-0 824-0 16-0 2.0% 809-0
Low 807-6 812-4 4-6 0.6% 791-0
Close 807-6 824-0 16-2 2.0% 807-6
Range 0-2 11-4 11-2 4,500.0% 18-0
ATR 13-2 13-4 0-2 1.6% 0-0
Volume 20,355 15,935 -4,420 -21.7% 104,828
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 854-5 850-7 830-3
R3 843-1 839-3 827-1
R2 831-5 831-5 826-1
R1 827-7 827-7 825-0 829-6
PP 820-1 820-1 820-1 821-1
S1 816-3 816-3 823-0 818-2
S2 808-5 808-5 821-7
S3 797-1 804-7 820-7
S4 785-5 793-3 817-5
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 856-5 850-1 817-5
R3 838-5 832-1 812-6
R2 820-5 820-5 811-0
R1 814-1 814-1 809-3 817-3
PP 802-5 802-5 802-5 804-2
S1 796-1 796-1 806-1 799-3
S2 784-5 784-5 804-4
S3 766-5 778-1 802-6
S4 748-5 760-1 797-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 824-0 791-0 33-0 4.0% 6-0 0.7% 100% True False 18,285
10 831-2 791-0 40-2 4.9% 7-1 0.9% 82% False False 21,850
20 831-2 737-0 94-2 11.4% 9-0 1.1% 92% False False 20,971
40 831-2 601-0 230-2 27.9% 9-2 1.1% 97% False False 23,568
60 831-2 518-4 312-6 38.0% 7-6 0.9% 98% False False 19,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 872-7
2.618 854-1
1.618 842-5
1.000 835-4
0.618 831-1
HIGH 824-0
0.618 819-5
0.500 818-2
0.382 816-7
LOW 812-4
0.618 805-3
1.000 801-0
1.618 793-7
2.618 782-3
4.250 763-5
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 822-1 820-7
PP 820-1 817-5
S1 818-2 814-4

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

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