CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 795-6 801-6 6-0 0.8% 782-4
High 800-0 803-0 3-0 0.4% 803-0
Low 795-2 798-0 2-6 0.3% 779-0
Close 797-6 798-4 0-6 0.1% 798-4
Range 4-6 5-0 0-2 5.3% 24-0
ATR 18-0 17-1 -0-7 -5.1% 0-0
Volume 50,736 55,611 4,875 9.6% 353,752
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 814-7 811-5 801-2
R3 809-7 806-5 799-7
R2 804-7 804-7 799-3
R1 801-5 801-5 799-0 800-6
PP 799-7 799-7 799-7 799-3
S1 796-5 796-5 798-0 795-6
S2 794-7 794-7 797-5
S3 789-7 791-5 797-1
S4 784-7 786-5 795-6
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 865-4 856-0 811-6
R3 841-4 832-0 805-1
R2 817-4 817-4 802-7
R1 808-0 808-0 800-6 812-6
PP 793-4 793-4 793-4 795-7
S1 784-0 784-0 796-2 788-6
S2 769-4 769-4 794-1
S3 745-4 760-0 791-7
S4 721-4 736-0 785-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 803-0 779-0 24-0 3.0% 6-2 0.8% 81% True False 70,750
10 827-0 779-0 48-0 6.0% 10-6 1.3% 41% False False 84,401
20 827-0 774-0 53-0 6.6% 11-6 1.5% 46% False False 77,594
40 827-4 551-2 276-2 34.6% 14-2 1.8% 90% False False 86,852
60 827-4 509-4 318-0 39.8% 13-1 1.6% 91% False False 78,976
80 827-4 507-0 320-4 40.1% 11-7 1.5% 91% False False 67,763
100 827-4 507-0 320-4 40.1% 11-1 1.4% 91% False False 59,689
120 827-4 507-0 320-4 40.1% 10-3 1.3% 91% False False 53,009
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 824-2
2.618 816-1
1.618 811-1
1.000 808-0
0.618 806-1
HIGH 803-0
0.618 801-1
0.500 800-4
0.382 799-7
LOW 798-0
0.618 794-7
1.000 793-0
1.618 789-7
2.618 784-7
4.250 776-6
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 800-4 797-1
PP 799-7 795-5
S1 799-1 794-2

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

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