CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 647-4 644-0 -3-4 -0.5% 627-0
High 655-4 654-0 -1-4 -0.2% 658-0
Low 647-4 643-0 -4-4 -0.7% 616-0
Close 651-2 652-6 1-4 0.2% 651-4
Range 8-0 11-0 3-0 37.5% 42-0
ATR 16-3 16-0 -0-3 -2.4% 0-0
Volume 53,926 39,068 -14,858 -27.6% 205,557
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 682-7 678-7 658-6
R3 671-7 667-7 655-6
R2 660-7 660-7 654-6
R1 656-7 656-7 653-6 658-7
PP 649-7 649-7 649-7 651-0
S1 645-7 645-7 651-6 647-7
S2 638-7 638-7 650-6
S3 627-7 634-7 649-6
S4 616-7 623-7 646-6
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
5 658-0 636-4 21-4 3.3% 11-2 1.7% 76% False False 47,965
10 658-0 609-6 48-2 7.4% 13-3 2.0% 89% False False 42,004
20 706-0 592-4 113-4 17.4% 13-5 2.1% 53% False False 40,447
40 788-0 592-4 195-4 30.0% 13-6 2.1% 31% False False 35,875
60 788-0 592-4 195-4 30.0% 12-3 1.9% 31% False False 31,226
80 788-0 592-4 195-4 30.0% 12-2 1.9% 31% False False 27,631
100 788-0 592-4 195-4 30.0% 12-5 1.9% 31% False False 23,885
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 700-6
2.618 682-6
1.618 671-6
1.000 665-0
0.618 660-6
HIGH 654-0
0.618 649-6
0.500 648-4
0.382 647-2
LOW 643-0
0.618 636-2
1.000 632-0
1.618 625-2
2.618 614-2
4.250 596-2
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 651-3 652-0
PP 649-7 651-2
S1 648-4 650-4

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

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