CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 824-4 782-4 -42-0 -5.1% 799-0
High 827-0 788-2 -38-6 -4.7% 827-0
Low 799-0 782-0 -17-0 -2.1% 791-0
Close 800-0 782-6 -17-2 -2.2% 800-0
Range 28-0 6-2 -21-6 -77.7% 36-0
ATR 20-4 20-2 -0-1 -0.9% 0-0
Volume 136,873 120,323 -16,550 -12.1% 490,260
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 803-1 799-1 786-2
R3 796-7 792-7 784-4
R2 790-5 790-5 783-7
R1 786-5 786-5 783-3 788-5
PP 784-3 784-3 784-3 785-2
S1 780-3 780-3 782-1 782-3
S2 778-1 778-1 781-5
S3 771-7 774-1 781-0
S4 765-5 767-7 779-2
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
5 827-0 782-0 45-0 5.7% 14-6 1.9% 2% False True 110,478
10 827-0 782-0 45-0 5.7% 13-5 1.7% 2% False True 89,794
20 827-4 774-0 53-4 6.8% 14-4 1.8% 16% False False 85,348
40 827-4 522-4 305-0 39.0% 15-1 1.9% 85% False False 88,538
60 827-4 509-4 318-0 40.6% 13-3 1.7% 86% False False 77,164
80 827-4 507-0 320-4 40.9% 12-0 1.5% 86% False False 66,403
100 827-4 507-0 320-4 40.9% 11-1 1.4% 86% False False 58,112
120 827-4 507-0 320-4 40.9% 10-3 1.3% 86% False False 51,473
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 25 trading days
Fibonacci Retracements and Extensions
4.250 814-6
2.618 804-5
1.618 798-3
1.000 794-4
0.618 792-1
HIGH 788-2
0.618 785-7
0.500 785-1
0.382 784-3
LOW 782-0
0.618 778-1
1.000 775-6
1.618 771-7
2.618 765-5
4.250 755-4
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 785-1 804-4
PP 784-3 797-2
S1 783-4 790-0

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

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