CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 655-0 661-2 6-2 1.0% 606-2
High 667-0 661-2 -5-6 -0.9% 638-4
Low 655-0 661-2 6-2 1.0% 606-2
Close 664-2 661-2 -3-0 -0.5% 624-2
Range 12-0 0-0 -12-0 -100.0% 32-2
ATR 16-3 15-4 -1-0 -5.8% 0-0
Volume 31,379 24,915 -6,464 -20.6% 111,123
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 661-2 661-2 661-2
R3 661-2 661-2 661-2
R2 661-2 661-2 661-2
R1 661-2 661-2 661-2 661-2
PP 661-2 661-2 661-2 661-2
S1 661-2 661-2 661-2 661-2
S2 661-2 661-2 661-2
S3 661-2 661-2 661-2
S4 661-2 661-2 661-2
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 719-6 704-2 642-0
R3 687-4 672-0 633-1
R2 655-2 655-2 630-1
R1 639-6 639-6 627-2 647-4
PP 623-0 623-0 623-0 626-7
S1 607-4 607-4 621-2 615-2
S2 590-6 590-6 618-3
S3 558-4 575-2 615-3
S4 526-2 543-0 606-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 669-2 622-0 47-2 7.1% 12-5 1.9% 83% False False 19,666
10 669-2 606-2 63-0 9.5% 11-4 1.7% 87% False False 20,625
20 728-6 606-2 122-4 18.5% 10-7 1.6% 45% False False 16,780
40 794-4 606-2 188-2 28.5% 9-6 1.5% 29% False False 13,825
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 661-2
2.618 661-2
1.618 661-2
1.000 661-2
0.618 661-2
HIGH 661-2
0.618 661-2
0.500 661-2
0.382 661-2
LOW 661-2
0.618 661-2
1.000 661-2
1.618 661-2
2.618 661-2
4.250 661-2
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 661-2 657-6
PP 661-2 654-1
S1 661-2 650-5

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

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