CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 825-4 824-4 -1-0 -0.1% 799-0
High 825-4 827-0 1-4 0.2% 827-0
Low 817-0 799-0 -18-0 -2.2% 791-0
Close 818-2 800-0 -18-2 -2.2% 800-0
Range 8-4 28-0 19-4 229.4% 36-0
ATR 19-7 20-4 0-5 2.9% 0-0
Volume 114,746 136,873 22,127 19.3% 490,260
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 892-5 874-3 815-3
R3 864-5 846-3 807-6
R2 836-5 836-5 805-1
R1 818-3 818-3 802-5 813-4
PP 808-5 808-5 808-5 806-2
S1 790-3 790-3 797-3 785-4
S2 780-5 780-5 794-7
S3 752-5 762-3 792-2
S4 724-5 734-3 784-5
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 914-0 893-0 819-6
R3 878-0 857-0 809-7
R2 842-0 842-0 806-5
R1 821-0 821-0 803-2 831-4
PP 806-0 806-0 806-0 811-2
S1 785-0 785-0 796-6 795-4
S2 770-0 770-0 793-3
S3 734-0 749-0 790-1
S4 698-0 713-0 780-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827-0 791-0 36-0 4.5% 15-1 1.9% 25% True False 98,052
10 827-0 782-6 44-2 5.5% 13-6 1.7% 39% True False 84,243
20 827-4 766-0 61-4 7.7% 14-6 1.9% 55% False False 83,653
40 827-4 509-4 318-0 39.8% 15-3 1.9% 91% False False 87,308
60 827-4 509-4 318-0 39.8% 13-3 1.7% 91% False False 75,717
80 827-4 507-0 320-4 40.1% 12-0 1.5% 91% False False 65,378
100 827-4 507-0 320-4 40.1% 11-1 1.4% 91% False False 57,094
120 827-4 507-0 320-4 40.1% 10-3 1.3% 91% False False 50,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 946-0
2.618 900-2
1.618 872-2
1.000 855-0
0.618 844-2
HIGH 827-0
0.618 816-2
0.500 813-0
0.382 809-6
LOW 799-0
0.618 781-6
1.000 771-0
1.618 753-6
2.618 725-6
4.250 680-0
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 813-0 809-0
PP 808-5 806-0
S1 804-3 803-0

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

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