CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 795-2 792-0 -3-2 -0.4% 779-0
High 804-4 804-2 -0-2 0.0% 795-4
Low 782-0 786-2 4-2 0.5% 745-4
Close 800-4 795-6 -4-6 -0.6% 793-2
Range 22-4 18-0 -4-4 -20.0% 50-0
ATR 22-4 22-2 -0-3 -1.4% 0-0
Volume 139,934 190,483 50,549 36.1% 887,890
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 849-3 840-5 805-5
R3 831-3 822-5 800-6
R2 813-3 813-3 799-0
R1 804-5 804-5 797-3 809-0
PP 795-3 795-3 795-3 797-5
S1 786-5 786-5 794-1 791-0
S2 777-3 777-3 792-4
S3 759-3 768-5 790-6
S4 741-3 750-5 785-7
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 928-1 910-5 820-6
R3 878-1 860-5 807-0
R2 828-1 828-1 802-3
R1 810-5 810-5 797-7 819-3
PP 778-1 778-1 778-1 782-4
S1 760-5 760-5 788-5 769-3
S2 728-1 728-1 784-1
S3 678-1 710-5 779-4
S4 628-1 660-5 765-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 817-4 782-0 35-4 4.5% 13-1 1.6% 39% False False 148,650
10 817-4 745-4 72-0 9.0% 16-0 2.0% 70% False False 170,369
20 817-4 685-4 132-0 16.6% 18-0 2.3% 84% False False 186,136
40 817-4 506-0 311-4 39.1% 15-3 1.9% 93% False False 166,276
60 817-4 502-0 315-4 39.6% 13-2 1.7% 93% False False 136,500
80 817-4 502-0 315-4 39.6% 11-5 1.5% 93% False False 116,410
100 817-4 502-0 315-4 39.6% 10-6 1.3% 93% False False 101,651
120 817-4 502-0 315-4 39.6% 10-0 1.3% 93% False False 90,217
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 880-6
2.618 851-3
1.618 833-3
1.000 822-2
0.618 815-3
HIGH 804-2
0.618 797-3
0.500 795-2
0.382 793-1
LOW 786-2
0.618 775-1
1.000 768-2
1.618 757-1
2.618 739-1
4.250 709-6
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 795-5 797-2
PP 795-3 796-6
S1 795-2 796-2

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

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