CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 792-0 805-0 13-0 1.6% 811-4
High 804-2 816-6 12-4 1.6% 817-4
Low 786-2 804-0 17-6 2.3% 782-0
Close 795-6 807-4 11-6 1.5% 807-4
Range 18-0 12-6 -5-2 -29.2% 35-4
ATR 22-2 22-1 -0-1 -0.4% 0-0
Volume 190,483 152,965 -37,518 -19.7% 752,278
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 847-5 840-3 814-4
R3 834-7 827-5 811-0
R2 822-1 822-1 809-7
R1 814-7 814-7 808-5 818-4
PP 809-3 809-3 809-3 811-2
S1 802-1 802-1 806-3 805-6
S2 796-5 796-5 805-1
S3 783-7 789-3 804-0
S4 771-1 776-5 800-4
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 908-7 893-5 827-0
R3 873-3 858-1 817-2
R2 837-7 837-7 814-0
R1 822-5 822-5 810-6 812-4
PP 802-3 802-3 802-3 797-2
S1 787-1 787-1 804-2 777-0
S2 766-7 766-7 801-0
S3 731-3 751-5 797-6
S4 695-7 716-1 788-0
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 4.4% 14-1 1.8% 72% False False 150,455
10 817-4 745-4 72-0 8.9% 15-7 2.0% 86% False False 164,016
20 817-4 685-4 132-0 16.3% 18-2 2.3% 92% False False 182,268
40 817-4 506-0 311-4 38.6% 15-4 1.9% 97% False False 168,276
60 817-4 502-0 315-4 39.1% 13-3 1.7% 97% False False 137,704
80 817-4 502-0 315-4 39.1% 11-6 1.5% 97% False False 117,549
100 817-4 502-0 315-4 39.1% 10-7 1.3% 97% False False 102,853
120 817-4 502-0 315-4 39.1% 10-1 1.3% 97% False False 91,267
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 871-0
2.618 850-1
1.618 837-3
1.000 829-4
0.618 824-5
HIGH 816-6
0.618 811-7
0.500 810-3
0.382 808-7
LOW 804-0
0.618 796-1
1.000 791-2
1.618 783-3
2.618 770-5
4.250 749-6
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 810-3 804-6
PP 809-3 802-1
S1 808-4 799-3

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

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