CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 646-4 657-4 11-0 1.7% 627-0
High 651-4 658-0 6-4 1.0% 658-0
Low 636-4 648-4 12-0 1.9% 616-0
Close 649-6 651-4 1-6 0.3% 651-4
Range 15-0 9-4 -5-4 -36.7% 42-0
ATR 17-5 17-0 -0-5 -3.3% 0-0
Volume 56,011 35,730 -20,281 -36.2% 205,557
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 681-1 675-7 656-6
R3 671-5 666-3 654-1
R2 662-1 662-1 653-2
R1 656-7 656-7 652-3 654-6
PP 652-5 652-5 652-5 651-5
S1 647-3 647-3 650-5 645-2
S2 643-1 643-1 649-6
S3 633-5 637-7 648-7
S4 624-1 628-3 646-2
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 767-7 751-5 674-5
R3 725-7 709-5 663-0
R2 683-7 683-7 659-2
R1 667-5 667-5 655-3 675-6
PP 641-7 641-7 641-7 645-7
S1 625-5 625-5 647-5 633-6
S2 599-7 599-7 643-6
S3 557-7 583-5 640-0
S4 515-7 541-5 628-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 658-0 616-0 42-0 6.4% 17-6 2.7% 85% True False 41,111
10 658-0 592-4 65-4 10.1% 14-3 2.2% 90% True False 44,371
20 714-4 592-4 122-0 18.7% 14-1 2.2% 48% False False 40,460
40 788-0 592-4 195-4 30.0% 13-5 2.1% 30% False False 34,300
60 788-0 592-4 195-4 30.0% 12-4 1.9% 30% False False 30,206
80 788-0 592-4 195-4 30.0% 12-6 1.9% 30% False False 26,892
100 788-0 592-4 195-4 30.0% 12-5 1.9% 30% False False 23,051
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 698-3
2.618 682-7
1.618 673-3
1.000 667-4
0.618 663-7
HIGH 658-0
0.618 654-3
0.500 653-2
0.382 652-1
LOW 648-4
0.618 642-5
1.000 639-0
1.618 633-1
2.618 623-5
4.250 608-1
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 653-2 650-1
PP 652-5 648-5
S1 652-1 647-2

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

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