CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 627-0 620-0 -7-0 -1.1% 592-4
High 630-0 657-4 27-4 4.4% 627-6
Low 616-0 620-0 4-0 0.6% 592-4
Close 617-4 657-4 40-0 6.5% 612-6
Range 14-0 37-4 23-4 167.9% 35-2
ATR 16-2 18-0 1-6 10.4% 0-0
Volume 17,459 41,263 23,804 136.3% 238,154
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 757-4 745-0 678-1
R3 720-0 707-4 667-6
R2 682-4 682-4 664-3
R1 670-0 670-0 661-0 676-2
PP 645-0 645-0 645-0 648-1
S1 632-4 632-4 654-0 638-6
S2 607-4 607-4 650-5
S3 570-0 595-0 647-2
S4 532-4 557-4 636-7
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 716-6 700-0 632-1
R3 681-4 664-6 622-4
R2 646-2 646-2 619-2
R1 629-4 629-4 616-0 637-7
PP 611-0 611-0 611-0 615-2
S1 594-2 594-2 609-4 602-5
S2 575-6 575-6 606-2
S3 540-4 559-0 603-0
S4 505-2 523-6 593-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 657-4 609-6 47-6 7.3% 15-3 2.3% 100% True False 36,042
10 661-4 592-4 69-0 10.5% 14-1 2.2% 94% False False 41,712
20 740-0 592-4 147-4 22.4% 14-2 2.2% 44% False False 38,675
40 788-0 592-4 195-4 29.7% 13-2 2.0% 33% False False 32,146
60 788-0 592-4 195-4 29.7% 12-4 1.9% 33% False False 28,562
80 788-0 592-4 195-4 29.7% 12-5 1.9% 33% False False 25,362
100 788-0 592-4 195-4 29.7% 12-6 1.9% 33% False False 21,737
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 False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 816-7
2.618 755-5
1.618 718-1
1.000 695-0
0.618 680-5
HIGH 657-4
0.618 643-1
0.500 638-6
0.382 634-3
LOW 620-0
0.618 596-7
1.000 582-4
1.618 559-3
2.618 521-7
4.250 460-5
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 651-2 649-5
PP 645-0 641-7
S1 638-6 634-0

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

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