CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 793-0 825-4 32-4 4.1% 814-4
High 812-0 825-4 13-4 1.7% 822-4
Low 791-0 817-0 26-0 3.3% 782-6
Close 810-6 818-2 7-4 0.9% 810-0
Range 21-0 8-4 -12-4 -59.5% 39-6
ATR 20-2 19-7 -0-3 -1.9% 0-0
Volume 97,579 114,746 17,167 17.6% 352,178
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 845-6 840-4 822-7
R3 837-2 832-0 820-5
R2 828-6 828-6 819-6
R1 823-4 823-4 819-0 821-7
PP 820-2 820-2 820-2 819-4
S1 815-0 815-0 817-4 813-3
S2 811-6 811-6 816-6
S3 803-2 806-4 815-7
S4 794-6 798-0 813-5
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
5 825-4 791-0 34-4 4.2% 11-5 1.4% 79% True False 82,755
10 825-4 782-6 42-6 5.2% 11-6 1.4% 83% True False 76,502
20 827-4 732-6 94-6 11.6% 14-1 1.7% 90% False False 81,061
40 827-4 509-4 318-0 38.9% 14-6 1.8% 97% False False 85,446
60 827-4 509-4 318-0 38.9% 13-1 1.6% 97% False False 73,884
80 827-4 507-0 320-4 39.2% 11-6 1.4% 97% False False 63,980
100 827-4 507-0 320-4 39.2% 10-7 1.3% 97% False False 55,944
120 827-4 507-0 320-4 39.2% 10-1 1.2% 97% False False 49,486
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 1-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 861-5
2.618 847-6
1.618 839-2
1.000 834-0
0.618 830-6
HIGH 825-4
0.618 822-2
0.500 821-2
0.382 820-2
LOW 817-0
0.618 811-6
1.000 808-4
1.618 803-2
2.618 794-6
4.250 780-7
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 821-2 814-7
PP 820-2 811-5
S1 819-2 808-2

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

View Archives - Comment on this page... - Back to Index of Symbols