CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 790-4 804-4 14-0 1.8% 814-4
High 801-0 815-2 14-2 1.8% 822-4
Low 787-0 804-4 17-4 2.2% 782-6
Close 794-0 810-0 16-0 2.0% 810-0
Range 14-0 10-6 -3-2 -23.2% 39-6
ATR 21-6 21-6 0-0 -0.2% 0-0
Volume 67,507 60,390 -7,117 -10.5% 352,178
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 842-1 836-7 815-7
R3 831-3 826-1 813-0
R2 820-5 820-5 812-0
R1 815-3 815-3 811-0 818-0
PP 809-7 809-7 809-7 811-2
S1 804-5 804-5 809-0 807-2
S2 799-1 799-1 808-0
S3 788-3 793-7 807-0
S4 777-5 783-1 804-1
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 924-3 906-7 831-7
R3 884-5 867-1 820-7
R2 844-7 844-7 817-2
R1 827-3 827-3 813-5 816-2
PP 805-1 805-1 805-1 799-4
S1 787-5 787-5 806-3 776-4
S2 765-3 765-3 802-6
S3 725-5 747-7 799-1
S4 685-7 708-1 788-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 822-4 782-6 39-6 4.9% 12-4 1.5% 69% False False 70,435
10 822-4 774-0 48-4 6.0% 12-7 1.6% 74% False False 70,787
20 827-4 686-6 140-6 17.4% 16-1 2.0% 88% False False 82,925
40 827-4 509-4 318-0 39.3% 14-5 1.8% 94% False False 84,948
60 827-4 507-0 320-4 39.6% 12-6 1.6% 95% False False 70,642
80 827-4 507-0 320-4 39.6% 11-3 1.4% 95% False False 60,748
100 827-4 507-0 320-4 39.6% 10-5 1.3% 95% False False 53,344
120 827-4 507-0 320-4 39.6% 9-7 1.2% 95% False False 46,870
Crabel Price Patterns
NR True
NR4 False
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 2-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 861-0
2.618 843-3
1.618 832-5
1.000 826-0
0.618 821-7
HIGH 815-2
0.618 811-1
0.500 809-7
0.382 808-5
LOW 804-4
0.618 797-7
1.000 793-6
1.618 787-1
2.618 776-3
4.250 758-6
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 810-0 806-3
PP 809-7 802-5
S1 809-7 799-0

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

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