CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 834-6 813-4 -21-2 -2.5% 800-2
High 837-4 814-2 -23-2 -2.8% 809-0
Low 832-0 813-0 -19-0 -2.3% 791-0
Close 833-2 814-2 -19-0 -2.3% 807-6
Range 5-4 1-2 -4-2 -77.3% 18-0
ATR 12-7 13-4 0-4 4.0% 0-0
Volume 25,340 24,819 -521 -2.1% 104,828
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 817-5 817-1 815-0
R3 816-3 815-7 814-5
R2 815-1 815-1 814-4
R1 814-5 814-5 814-3 814-7
PP 813-7 813-7 813-7 814-0
S1 813-3 813-3 814-1 813-5
S2 812-5 812-5 814-0
S3 811-3 812-1 813-7
S4 810-1 810-7 813-4
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
5 838-0 807-6 30-2 3.7% 4-6 0.6% 21% False False 21,374
10 838-0 791-0 47-0 5.8% 6-6 0.8% 49% False False 22,128
20 838-0 782-0 56-0 6.9% 7-2 0.9% 58% False False 21,458
40 838-0 641-2 196-6 24.2% 9-0 1.1% 88% False False 24,080
60 838-0 518-4 319-4 39.2% 7-6 1.0% 93% False False 20,598
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 0-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 819-4
2.618 817-4
1.618 816-2
1.000 815-4
0.618 815-0
HIGH 814-2
0.618 813-6
0.500 813-5
0.382 813-4
LOW 813-0
0.618 812-2
1.000 811-6
1.618 811-0
2.618 809-6
4.250 807-6
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 814-0 825-4
PP 813-7 821-6
S1 813-5 818-0

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

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