CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 656-4 682-0 25-4 3.9% 659-4
High 668-0 682-4 14-4 2.2% 682-4
Low 656-4 670-2 13-6 2.1% 654-6
Close 668-6 670-0 1-2 0.2% 670-0
Range 11-4 12-2 0-6 6.5% 27-6
ATR 13-0 13-0 0-0 0.4% 0-0
Volume 15,458 16,014 556 3.6% 112,891
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 711-0 702-6 676-6
R3 698-6 690-4 673-3
R2 686-4 686-4 672-2
R1 678-2 678-2 671-1 676-2
PP 674-2 674-2 674-2 673-2
S1 666-0 666-0 668-7 664-0
S2 662-0 662-0 667-6
S3 649-6 653-6 666-5
S4 637-4 641-4 663-2
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 752-3 738-7 685-2
R3 724-5 711-1 677-5
R2 696-7 696-7 675-1
R1 683-3 683-3 672-4 690-1
PP 669-1 669-1 669-1 672-4
S1 655-5 655-5 667-4 662-3
S2 641-3 641-3 664-7
S3 613-5 627-7 662-3
S4 585-7 600-1 654-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 682-4 654-6 27-6 4.1% 9-2 1.4% 55% True False 22,578
10 682-4 629-0 53-4 8.0% 10-5 1.6% 77% True False 21,407
20 689-6 606-2 83-4 12.5% 9-5 1.4% 76% False False 20,136
40 794-4 606-2 188-2 28.1% 10-2 1.5% 34% False False 16,011
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 734-4
2.618 714-5
1.618 702-3
1.000 694-6
0.618 690-1
HIGH 682-4
0.618 677-7
0.500 676-3
0.382 674-7
LOW 670-2
0.618 662-5
1.000 658-0
1.618 650-3
2.618 638-1
4.250 618-2
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 676-3 669-7
PP 674-2 669-5
S1 672-1 669-4

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

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