CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 806-6 798-0 -8-6 -1.1% 808-4
High 814-6 798-2 -16-4 -2.0% 817-4
Low 797-4 789-6 -7-6 -1.0% 794-0
Close 805-0 790-6 -14-2 -1.8% 799-6
Range 17-2 8-4 -8-6 -50.7% 23-4
ATR 16-0 15-7 0-0 -0.3% 0-0
Volume 149,834 130,880 -18,954 -12.6% 647,687
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 818-3 813-1 795-3
R3 809-7 804-5 793-1
R2 801-3 801-3 792-2
R1 796-1 796-1 791-4 794-4
PP 792-7 792-7 792-7 792-1
S1 787-5 787-5 790-0 786-0
S2 784-3 784-3 789-2
S3 775-7 779-1 788-3
S4 767-3 770-5 786-1
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 874-2 860-4 812-5
R3 850-6 837-0 806-2
R2 827-2 827-2 804-0
R1 813-4 813-4 801-7 808-5
PP 803-6 803-6 803-6 801-2
S1 790-0 790-0 797-5 785-1
S2 780-2 780-2 795-4
S3 756-6 766-4 793-2
S4 733-2 743-0 786-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 817-4 789-6 27-6 3.5% 13-0 1.6% 4% False True 136,770
10 839-4 789-6 49-6 6.3% 12-6 1.6% 2% False True 139,539
20 840-0 786-4 53-4 6.8% 12-4 1.6% 8% False False 148,843
40 840-0 685-4 154-4 19.5% 15-4 2.0% 68% False False 163,629
60 840-0 506-0 334-0 42.2% 14-6 1.9% 85% False False 162,474
80 840-0 503-2 336-6 42.6% 13-2 1.7% 85% False False 141,503
100 840-0 502-0 338-0 42.7% 12-0 1.5% 85% False False 125,416
120 840-0 502-0 338-0 42.7% 11-2 1.4% 85% False False 111,915
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-7
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 834-3
2.618 820-4
1.618 812-0
1.000 806-6
0.618 803-4
HIGH 798-2
0.618 795-0
0.500 794-0
0.382 793-0
LOW 789-6
0.618 784-4
1.000 781-2
1.618 776-0
2.618 767-4
4.250 753-5
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 794-0 802-2
PP 792-7 798-3
S1 791-7 794-5

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

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