CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 661-4 659-4 -2-0 -0.3% 639-2
High 661-4 665-0 3-4 0.5% 669-2
Low 661-4 659-4 -2-0 -0.3% 629-0
Close 663-2 662-2 -1-0 -0.2% 663-2
Range 0-0 5-4 5-4 40-2
ATR 14-3 13-6 -0-5 -4.4% 0-0
Volume 19,686 30,943 11,257 57.2% 101,185
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 678-6 676-0 665-2
R3 673-2 670-4 663-6
R2 667-6 667-6 663-2
R1 665-0 665-0 662-6 666-3
PP 662-2 662-2 662-2 663-0
S1 659-4 659-4 661-6 660-7
S2 656-6 656-6 661-2
S3 651-2 654-0 660-6
S4 645-6 648-4 659-2
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
5 669-2 632-0 37-2 5.6% 11-0 1.7% 81% False False 24,790
10 669-2 607-0 62-2 9.4% 9-3 1.4% 89% False False 21,007
20 725-4 606-2 119-2 18.0% 10-1 1.5% 47% False False 18,290
40 794-4 606-2 188-2 28.4% 9-6 1.5% 30% False False 14,798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 688-3
2.618 679-3
1.618 673-7
1.000 670-4
0.618 668-3
HIGH 665-0
0.618 662-7
0.500 662-2
0.382 661-5
LOW 659-4
0.618 656-1
1.000 654-0
1.618 650-5
2.618 645-1
4.250 636-1
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 662-2 662-2
PP 662-2 662-2
S1 662-2 662-2

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

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