CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 796-4 814-4 18-0 2.3% 804-4
High 800-0 822-4 22-4 2.8% 820-0
Low 793-0 814-4 21-4 2.7% 774-0
Close 798-4 820-0 21-4 2.7% 798-4
Range 7-0 8-0 1-0 14.3% 46-0
ATR 22-6 22-7 0-1 0.4% 0-0
Volume 59,457 64,816 5,359 9.0% 355,699
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 843-0 839-4 824-3
R3 835-0 831-4 822-2
R2 827-0 827-0 821-4
R1 823-4 823-4 820-6 825-2
PP 819-0 819-0 819-0 819-7
S1 815-4 815-4 819-2 817-2
S2 811-0 811-0 818-4
S3 803-0 807-4 817-6
S4 795-0 799-4 815-5
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 935-4 913-0 823-6
R3 889-4 867-0 811-1
R2 843-4 843-4 806-7
R1 821-0 821-0 802-6 809-2
PP 797-4 797-4 797-4 791-5
S1 775-0 775-0 794-2 763-2
S2 751-4 751-4 790-1
S3 705-4 729-0 785-7
S4 659-4 683-0 773-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 822-4 774-0 48-4 5.9% 11-2 1.4% 95% True False 69,606
10 827-4 774-0 53-4 6.5% 15-3 1.9% 86% False False 80,902
20 827-4 648-2 179-2 21.9% 16-1 2.0% 96% False False 83,865
40 827-4 509-4 318-0 38.8% 14-0 1.7% 98% False False 83,092
60 827-4 507-0 320-4 39.1% 12-4 1.5% 98% False False 68,143
80 827-4 507-0 320-4 39.1% 11-0 1.3% 98% False False 58,540
100 827-4 507-0 320-4 39.1% 10-4 1.3% 98% False False 51,401
120 827-4 507-0 320-4 39.1% 9-6 1.2% 98% False False 44,915
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 2-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 856-4
2.618 843-4
1.618 835-4
1.000 830-4
0.618 827-4
HIGH 822-4
0.618 819-4
0.500 818-4
0.382 817-4
LOW 814-4
0.618 809-4
1.000 806-4
1.618 801-4
2.618 793-4
4.250 780-4
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 819-4 813-1
PP 819-0 806-3
S1 818-4 799-4

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

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