CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 830-0 832-0 2-0 0.2% 782-4
High 832-6 832-4 -0-2 0.0% 803-0
Low 825-4 825-6 0-2 0.0% 779-0
Close 831-2 830-2 -1-0 -0.1% 798-4
Range 7-2 6-6 -0-4 -6.9% 24-0
ATR 17-2 16-4 -0-6 -4.3% 0-0
Volume 55,495 57,105 1,610 2.9% 353,752
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 849-6 846-6 834-0
R3 843-0 840-0 832-1
R2 836-2 836-2 831-4
R1 833-2 833-2 830-7 831-3
PP 829-4 829-4 829-4 828-4
S1 826-4 826-4 829-5 824-5
S2 822-6 822-6 829-0
S3 816-0 819-6 828-3
S4 809-2 813-0 826-4
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
5 832-6 795-2 37-4 4.5% 7-5 0.9% 93% False False 56,910
10 832-6 779-0 53-6 6.5% 9-5 1.2% 95% False False 78,357
20 832-6 776-4 56-2 6.8% 11-0 1.3% 96% False False 75,034
40 832-6 623-0 209-6 25.3% 14-1 1.7% 99% False False 84,272
60 832-6 509-4 323-2 38.9% 13-0 1.6% 99% False False 80,069
80 832-6 507-0 325-6 39.2% 12-0 1.4% 99% False False 68,821
100 832-6 507-0 325-6 39.2% 11-0 1.3% 99% False False 60,916
120 832-6 507-0 325-6 39.2% 10-4 1.3% 99% False False 54,229
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 861-2
2.618 850-1
1.618 843-3
1.000 839-2
0.618 836-5
HIGH 832-4
0.618 829-7
0.500 829-1
0.382 828-3
LOW 825-6
0.618 821-5
1.000 819-0
1.618 814-7
2.618 808-1
4.250 797-0
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 829-7 825-7
PP 829-4 821-5
S1 829-1 817-2

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

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