CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 660-0 659-4 -0-4 -0.1% 669-0
High 668-0 668-0 0-0 0.0% 670-0
Low 652-4 659-4 7-0 1.1% 648-0
Close 663-4 667-0 3-4 0.5% 667-0
Range 15-4 8-4 -7-0 -45.2% 22-0
ATR 14-4 14-1 -0-3 -3.0% 0-0
Volume 61,701 47,500 -14,201 -23.0% 237,116
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 690-3 687-1 671-5
R3 681-7 678-5 669-3
R2 673-3 673-3 668-4
R1 670-1 670-1 667-6 671-6
PP 664-7 664-7 664-7 665-5
S1 661-5 661-5 666-2 663-2
S2 656-3 656-3 665-4
S3 647-7 653-1 664-5
S4 639-3 644-5 662-3
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 727-5 719-3 679-1
R3 705-5 697-3 673-0
R2 683-5 683-5 671-0
R1 675-3 675-3 669-0 668-4
PP 661-5 661-5 661-5 658-2
S1 653-3 653-3 665-0 646-4
S2 639-5 639-5 663-0
S3 617-5 631-3 661-0
S4 595-5 609-3 654-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 670-0 648-0 22-0 3.3% 10-3 1.6% 86% False False 47,423
10 674-0 643-0 31-0 4.6% 10-7 1.6% 77% False False 50,680
20 674-0 592-4 81-4 12.2% 12-5 1.9% 91% False False 47,526
40 776-4 592-4 184-0 27.6% 13-4 2.0% 40% False False 41,625
60 788-0 592-4 195-4 29.3% 12-3 1.8% 38% False False 35,828
80 788-0 592-4 195-4 29.3% 12-3 1.9% 38% False False 31,049
100 788-0 592-4 195-4 29.3% 12-6 1.9% 38% False False 27,605
120 788-0 592-4 195-4 29.3% 12-4 1.9% 38% False False 23,855
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 704-1
2.618 690-2
1.618 681-6
1.000 676-4
0.618 673-2
HIGH 668-0
0.618 664-6
0.500 663-6
0.382 662-6
LOW 659-4
0.618 654-2
1.000 651-0
1.618 645-6
2.618 637-2
4.250 623-3
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 665-7 664-0
PP 664-7 661-0
S1 663-6 658-0

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

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