CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 669-4 668-4 -1-0 -0.1% 680-6
High 675-0 676-4 1-4 0.2% 681-0
Low 662-0 668-4 6-4 1.0% 657-0
Close 671-6 677-2 5-4 0.8% 677-2
Range 13-0 8-0 -5-0 -38.5% 24-0
ATR 12-4 12-2 -0-3 -2.6% 0-0
Volume 16,471 12,965 -3,506 -21.3% 78,178
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 698-1 695-5 681-5
R3 690-1 687-5 679-4
R2 682-1 682-1 678-6
R1 679-5 679-5 678-0 680-7
PP 674-1 674-1 674-1 674-6
S1 671-5 671-5 676-4 672-7
S2 666-1 666-1 675-6
S3 658-1 663-5 675-0
S4 650-1 655-5 672-7
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 743-6 734-4 690-4
R3 719-6 710-4 683-7
R2 695-6 695-6 681-5
R1 686-4 686-4 679-4 679-1
PP 671-6 671-6 671-6 668-0
S1 662-4 662-4 675-0 655-1
S2 647-6 647-6 672-7
S3 623-6 638-4 670-5
S4 599-6 614-4 664-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 681-0 657-0 24-0 3.5% 9-1 1.4% 84% False False 15,635
10 682-4 654-6 27-6 4.1% 9-2 1.4% 81% False False 19,106
20 682-4 606-2 76-2 11.3% 9-6 1.4% 93% False False 20,168
40 784-0 606-2 177-6 26.2% 9-7 1.5% 40% False False 16,699
60 794-4 606-2 188-2 27.8% 8-6 1.3% 38% False False 13,800
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 710-4
2.618 697-4
1.618 689-4
1.000 684-4
0.618 681-4
HIGH 676-4
0.618 673-4
0.500 672-4
0.382 671-4
LOW 668-4
0.618 663-4
1.000 660-4
1.618 655-4
2.618 647-4
4.250 634-4
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 675-5 673-6
PP 674-1 670-2
S1 672-4 666-6

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

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