CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 813-4 808-2 -5-2 -0.6% 812-4
High 814-2 809-0 -5-2 -0.6% 838-0
Low 813-0 806-6 -6-2 -0.8% 806-6
Close 814-2 808-4 -5-6 -0.7% 808-4
Range 1-2 2-2 1-0 80.0% 31-2
ATR 13-4 13-0 -0-3 -3.2% 0-0
Volume 24,819 26,561 1,742 7.0% 113,077
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 814-7 813-7 809-6
R3 812-5 811-5 809-1
R2 810-3 810-3 808-7
R1 809-3 809-3 808-6 809-7
PP 808-1 808-1 808-1 808-2
S1 807-1 807-1 808-2 807-5
S2 805-7 805-7 808-1
S3 803-5 804-7 807-7
S4 801-3 802-5 807-2
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 911-4 891-2 825-6
R3 880-2 860-0 817-1
R2 849-0 849-0 814-2
R1 828-6 828-6 811-3 823-2
PP 817-6 817-6 817-6 815-0
S1 797-4 797-4 805-5 792-0
S2 786-4 786-4 802-6
S3 755-2 766-2 799-7
S4 724-0 735-0 791-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838-0 806-6 31-2 3.9% 5-2 0.6% 6% False True 22,615
10 838-0 791-0 47-0 5.8% 5-0 0.6% 37% False False 21,790
20 838-0 782-0 56-0 6.9% 7-2 0.9% 47% False False 22,103
40 838-0 642-6 195-2 24.1% 9-1 1.1% 85% False False 24,187
60 838-0 518-4 319-4 39.5% 7-6 1.0% 91% False False 20,921
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 0-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 818-4
2.618 814-7
1.618 812-5
1.000 811-2
0.618 810-3
HIGH 809-0
0.618 808-1
0.500 807-7
0.382 807-5
LOW 806-6
0.618 805-3
1.000 804-4
1.618 803-1
2.618 800-7
4.250 797-2
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 808-2 822-1
PP 808-1 817-5
S1 807-7 813-0

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

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