CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 792-0 795-0 3-0 0.4% 803-4
High 795-0 811-0 16-0 2.0% 832-6
Low 789-0 794-0 5-0 0.6% 801-0
Close 789-4 810-2 20-6 2.6% 802-2
Range 6-0 17-0 11-0 183.3% 31-6
ATR 15-5 16-0 0-3 2.7% 0-0
Volume 54,090 53,630 -460 -0.9% 300,598
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 856-1 850-1 819-5
R3 839-1 833-1 814-7
R2 822-1 822-1 813-3
R1 816-1 816-1 811-6 819-1
PP 805-1 805-1 805-1 806-4
S1 799-1 799-1 808-6 802-1
S2 788-1 788-1 807-1
S3 771-1 782-1 805-5
S4 754-1 765-1 800-7
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 907-2 886-4 819-6
R3 875-4 854-6 811-0
R2 843-6 843-6 808-1
R1 823-0 823-0 805-1 817-4
PP 812-0 812-0 812-0 809-2
S1 791-2 791-2 799-3 785-6
S2 780-2 780-2 796-3
S3 748-4 759-4 793-4
S4 716-6 727-6 784-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 826-0 789-0 37-0 4.6% 13-4 1.7% 57% False False 53,691
10 832-6 789-0 43-6 5.4% 10-4 1.3% 49% False False 55,301
20 832-6 779-0 53-6 6.6% 11-3 1.4% 58% False False 70,928
40 832-6 686-6 146-0 18.0% 13-7 1.7% 85% False False 78,636
60 832-6 509-4 323-2 39.9% 13-3 1.7% 93% False False 80,226
80 832-6 507-0 325-6 40.2% 12-2 1.5% 93% False False 70,035
100 832-6 507-0 325-6 40.2% 11-2 1.4% 93% False False 62,139
120 832-6 507-0 325-6 40.2% 10-6 1.3% 93% False False 55,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 883-2
2.618 855-4
1.618 838-4
1.000 828-0
0.618 821-4
HIGH 811-0
0.618 804-4
0.500 802-4
0.382 800-4
LOW 794-0
0.618 783-4
1.000 777-0
1.618 766-4
2.618 749-4
4.250 721-6
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 807-5 806-7
PP 805-1 803-3
S1 802-4 800-0

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

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