CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 626-6 613-0 -13-6 -2.2% 592-4
High 627-6 615-4 -12-2 -2.0% 627-6
Low 617-4 610-4 -7-0 -1.1% 592-4
Close 618-2 612-6 -5-4 -0.9% 612-6
Range 10-2 5-0 -5-2 -51.2% 35-2
ATR 16-7 16-2 -0-5 -3.9% 0-0
Volume 31,789 37,637 5,848 18.4% 238,154
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 627-7 625-3 615-4
R3 622-7 620-3 614-1
R2 617-7 617-7 613-5
R1 615-3 615-3 613-2 614-1
PP 612-7 612-7 612-7 612-2
S1 610-3 610-3 612-2 609-1
S2 607-7 607-7 611-7
S3 602-7 605-3 611-3
S4 597-7 600-3 610-0
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 716-6 700-0 632-1
R3 681-4 664-6 622-4
R2 646-2 646-2 619-2
R1 629-4 629-4 616-0 637-7
PP 611-0 611-0 611-0 615-2
S1 594-2 594-2 609-4 602-5
S2 575-6 575-6 606-2
S3 540-4 559-0 603-0
S4 505-2 523-6 593-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 627-6 592-4 35-2 5.8% 10-7 1.8% 57% False False 47,630
10 677-4 592-4 85-0 13.9% 12-0 2.0% 24% False False 42,259
20 760-0 592-4 167-4 27.3% 13-4 2.2% 12% False False 39,837
40 788-0 592-4 195-4 31.9% 12-2 2.0% 10% False False 32,360
60 788-0 592-4 195-4 31.9% 12-0 2.0% 10% False False 28,077
80 788-0 592-4 195-4 31.9% 12-3 2.0% 10% False False 24,899
100 788-0 592-4 195-4 31.9% 12-4 2.0% 10% False False 21,251
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 False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 636-6
2.618 628-5
1.618 623-5
1.000 620-4
0.618 618-5
HIGH 615-4
0.618 613-5
0.500 613-0
0.382 612-3
LOW 610-4
0.618 607-3
1.000 605-4
1.618 602-3
2.618 597-3
4.250 589-2
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 613-0 618-6
PP 612-7 616-6
S1 612-7 614-6

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

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