CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 655-0 647-4 -7-4 -1.1% 627-0
High 657-2 659-0 1-6 0.3% 658-0
Low 647-6 647-4 -0-2 0.0% 616-0
Close 648-4 659-2 10-6 1.7% 651-4
Range 9-4 11-4 2-0 21.1% 42-0
ATR 15-4 15-2 -0-2 -1.9% 0-0
Volume 79,799 51,754 -28,045 -35.1% 205,557
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 689-6 686-0 665-5
R3 678-2 674-4 662-3
R2 666-6 666-6 661-3
R1 663-0 663-0 660-2 664-7
PP 655-2 655-2 655-2 656-2
S1 651-4 651-4 658-2 653-3
S2 643-6 643-6 657-1
S3 632-2 640-0 656-1
S4 620-6 628-4 652-7
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
5 659-0 643-0 16-0 2.4% 9-7 1.5% 102% True False 52,055
10 659-0 610-4 48-4 7.4% 13-3 2.0% 101% True False 46,774
20 677-4 592-4 85-0 12.9% 13-2 2.0% 79% False False 44,243
40 788-0 592-4 195-4 29.7% 13-7 2.1% 34% False False 38,004
60 788-0 592-4 195-4 29.7% 12-3 1.9% 34% False False 33,098
80 788-0 592-4 195-4 29.7% 12-2 1.9% 34% False False 28,924
100 788-0 592-4 195-4 29.7% 12-5 1.9% 34% False False 25,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 707-7
2.618 689-1
1.618 677-5
1.000 670-4
0.618 666-1
HIGH 659-0
0.618 654-5
0.500 653-2
0.382 651-7
LOW 647-4
0.618 640-3
1.000 636-0
1.618 628-7
2.618 617-3
4.250 598-5
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 657-2 656-4
PP 655-2 653-6
S1 653-2 651-0

Download as Excel Spreadsheet

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

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