CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 661-2 661-4 0-2 0.0% 639-2
High 661-2 661-4 0-2 0.0% 669-2
Low 661-2 661-4 0-2 0.0% 629-0
Close 661-2 663-2 2-0 0.3% 663-2
Range
ATR 15-4 14-3 -1-1 -7.0% 0-0
Volume 24,915 19,686 -5,229 -21.0% 101,185
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 662-1 662-5 663-2
R3 662-1 662-5 663-2
R2 662-1 662-1 663-2
R1 662-5 662-5 663-2 662-3
PP 662-1 662-1 662-1 662-0
S1 662-5 662-5 663-2 662-3
S2 662-1 662-1 663-2
S3 662-1 662-5 663-2
S4 662-1 662-5 663-2
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 774-5 759-1 685-3
R3 734-3 718-7 674-3
R2 694-1 694-1 670-5
R1 678-5 678-5 667-0 686-3
PP 653-7 653-7 653-7 657-6
S1 638-3 638-3 659-4 646-1
S2 613-5 613-5 655-7
S3 573-3 598-1 652-1
S4 533-1 557-7 641-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 669-2 629-0 40-2 6.1% 11-7 1.8% 85% False False 20,237
10 669-2 606-2 63-0 9.5% 10-3 1.6% 90% False False 21,230
20 725-4 606-2 119-2 18.0% 10-2 1.5% 48% False False 17,121
40 794-4 606-2 188-2 28.4% 9-5 1.5% 30% False False 14,119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Fibonacci Retracements and Extensions
4.250 661-4
2.618 661-4
1.618 661-4
1.000 661-4
0.618 661-4
HIGH 661-4
0.618 661-4
0.500 661-4
0.382 661-4
LOW 661-4
0.618 661-4
1.000 661-4
1.618 661-4
2.618 661-4
4.250 661-4
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 662-5 662-4
PP 662-1 661-6
S1 661-4 661-0

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

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