CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 633-4 619-4 -14-0 -2.2% 600-0
High 634-0 620-0 -14-0 -2.2% 634-0
Low 624-6 619-4 -5-2 -0.8% 599-6
Close 625-4 620-2 -5-2 -0.8% 620-2
Range 9-2 0-4 -8-6 -94.6% 34-2
ATR 15-5 15-0 -0-6 -4.4% 0-0
Volume 11,659 14,628 2,969 25.5% 80,978
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 621-3 621-3 620-4
R3 620-7 620-7 620-3
R2 620-3 620-3 620-3
R1 620-3 620-3 620-2 620-3
PP 619-7 619-7 619-7 620-0
S1 619-7 619-7 620-2 619-7
S2 619-3 619-3 620-1
S3 618-7 619-3 620-1
S4 618-3 618-7 620-0
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 720-6 704-6 639-1
R3 686-4 670-4 629-5
R2 652-2 652-2 626-4
R1 636-2 636-2 623-3 644-2
PP 618-0 618-0 618-0 622-0
S1 602-0 602-0 617-1 610-0
S2 583-6 583-6 614-0
S3 549-4 567-6 610-7
S4 515-2 533-4 601-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 634-0 599-6 34-2 5.5% 9-6 1.6% 60% False False 16,195
10 684-4 599-6 84-6 13.7% 10-3 1.7% 24% False False 14,686
20 766-0 599-6 166-2 26.8% 10-5 1.7% 12% False False 12,729
40 792-0 599-6 192-2 31.0% 9-1 1.5% 11% False False 9,614
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-5
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 622-1
2.618 621-2
1.618 620-6
1.000 620-4
0.618 620-2
HIGH 620-0
0.618 619-6
0.500 619-6
0.382 619-6
LOW 619-4
0.618 619-2
1.000 619-0
1.618 618-6
2.618 618-2
4.250 617-3
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 620-1 625-6
PP 619-7 623-7
S1 619-6 622-1

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

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