CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 623-4 638-4 15-0 2.4% 666-2
High 632-0 638-4 6-4 1.0% 689-6
Low 623-4 631-0 7-4 1.2% 618-4
Close 630-6 630-0 -0-6 -0.1% 619-2
Range 8-4 7-4 -1-0 -11.8% 71-2
ATR 15-7 15-2 -0-5 -3.7% 0-0
Volume 22,319 17,452 -4,867 -21.8% 77,540
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 655-5 650-3 634-1
R3 648-1 642-7 632-0
R2 640-5 640-5 631-3
R1 635-3 635-3 630-6 634-2
PP 633-1 633-1 633-1 632-5
S1 627-7 627-7 629-2 626-6
S2 625-5 625-5 628-5
S3 618-1 620-3 628-0
S4 610-5 612-7 625-7
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 856-2 809-0 658-4
R3 785-0 737-6 638-7
R2 713-6 713-6 632-2
R1 666-4 666-4 625-6 654-4
PP 642-4 642-4 642-4 636-4
S1 595-2 595-2 612-6 583-2
S2 571-2 571-2 606-2
S3 500-0 524-0 599-5
S4 428-6 452-6 580-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 638-4 606-2 32-2 5.1% 10-4 1.7% 74% True False 21,584
10 689-6 606-2 83-4 13.3% 9-5 1.5% 28% False False 18,882
20 768-6 606-2 162-4 25.8% 10-0 1.6% 15% False False 15,095
40 794-4 606-2 188-2 29.9% 8-7 1.4% 13% False False 12,341
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 True
Stretch 0-5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 670-3
2.618 658-1
1.618 650-5
1.000 646-0
0.618 643-1
HIGH 638-4
0.618 635-5
0.500 634-6
0.382 633-7
LOW 631-0
0.618 626-3
1.000 623-4
1.618 618-7
2.618 611-3
4.250 599-1
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 634-6 627-5
PP 633-1 625-1
S1 631-5 622-6

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

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