CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 619-4 635-0 15-4 2.5% 600-0
High 620-0 636-0 16-0 2.6% 634-0
Low 619-4 623-4 4-0 0.6% 599-6
Close 620-2 624-6 4-4 0.7% 620-2
Range 0-4 12-4 12-0 2,400.0% 34-2
ATR 15-0 15-0 0-0 0.4% 0-0
Volume 14,628 6,258 -8,370 -57.2% 80,978
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 665-5 657-5 631-5
R3 653-1 645-1 628-2
R2 640-5 640-5 627-0
R1 632-5 632-5 625-7 630-3
PP 628-1 628-1 628-1 627-0
S1 620-1 620-1 623-5 617-7
S2 615-5 615-5 622-4
S3 603-1 607-5 621-2
S4 590-5 595-1 617-7
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
5 636-0 599-6 36-2 5.8% 8-7 1.4% 69% True False 12,665
10 684-4 599-6 84-6 13.6% 11-4 1.8% 29% False False 14,051
20 747-0 599-6 147-2 23.6% 10-4 1.7% 17% False False 12,440
40 792-0 599-6 192-2 30.8% 9-4 1.5% 13% False False 9,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 689-1
2.618 668-6
1.618 656-2
1.000 648-4
0.618 643-6
HIGH 636-0
0.618 631-2
0.500 629-6
0.382 628-2
LOW 623-4
0.618 615-6
1.000 611-0
1.618 603-2
2.618 590-6
4.250 570-3
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 629-6 627-6
PP 628-1 626-6
S1 626-3 625-6

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

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