CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 662-0 662-0 0-0 0.0% 647-4
High 663-0 662-4 -0-4 -0.1% 674-0
Low 661-0 648-0 -13-0 -2.0% 643-0
Close 662-2 649-4 -12-6 -1.9% 660-0
Range 2-0 14-4 12-4 625.0% 31-0
ATR 14-1 14-2 0-0 0.2% 0-0
Volume 33,010 40,151 7,141 21.6% 269,693
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 696-7 687-5 657-4
R3 682-3 673-1 653-4
R2 667-7 667-7 652-1
R1 658-5 658-5 650-7 656-0
PP 653-3 653-3 653-3 652-0
S1 644-1 644-1 648-1 641-4
S2 638-7 638-7 646-7
S3 624-3 629-5 645-4
S4 609-7 615-1 641-4
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 752-0 737-0 677-0
R3 721-0 706-0 668-4
R2 690-0 690-0 665-5
R1 675-0 675-0 662-7 682-4
PP 659-0 659-0 659-0 662-6
S1 644-0 644-0 657-1 651-4
S2 628-0 628-0 654-3
S3 597-0 613-0 651-4
S4 566-0 582-0 643-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 674-0 647-4 26-4 4.1% 11-2 1.7% 8% False False 44,963
10 674-0 636-4 37-4 5.8% 11-0 1.7% 35% False False 48,934
20 674-0 592-4 81-4 12.5% 12-2 1.9% 70% False False 45,824
40 786-0 592-4 193-4 29.8% 13-5 2.1% 29% False False 39,786
60 788-0 592-4 195-4 30.1% 12-2 1.9% 29% False False 34,944
80 788-0 592-4 195-4 30.1% 12-2 1.9% 29% False False 30,079
100 788-0 592-4 195-4 30.1% 12-5 1.9% 29% False False 26,634
120 788-0 592-4 195-4 30.1% 12-4 1.9% 29% False False 23,055
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 724-1
2.618 700-4
1.618 686-0
1.000 677-0
0.618 671-4
HIGH 662-4
0.618 657-0
0.500 655-2
0.382 653-4
LOW 648-0
0.618 639-0
1.000 633-4
1.618 624-4
2.618 610-0
4.250 586-3
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 655-2 659-0
PP 653-3 655-7
S1 651-3 652-5

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

View Archives - Comment on this page... - Back to Index of Symbols