CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 609-0 592-4 -16-4 -2.7% 654-0
High 615-0 610-6 -4-2 -0.7% 677-4
Low 605-6 592-4 -13-2 -2.2% 605-6
Close 605-6 606-0 0-2 0.0% 605-6
Range 9-2 18-2 9-0 97.3% 71-6
ATR 17-5 17-5 0-0 0.3% 0-0
Volume 33,407 59,421 26,014 77.9% 184,440
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 657-7 650-1 616-0
R3 639-5 631-7 611-0
R2 621-3 621-3 609-3
R1 613-5 613-5 607-5 617-4
PP 603-1 603-1 603-1 605-0
S1 595-3 595-3 604-3 599-2
S2 584-7 584-7 602-5
S3 566-5 577-1 601-0
S4 548-3 558-7 596-0
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 844-7 797-1 645-2
R3 773-1 725-3 625-4
R2 701-3 701-3 618-7
R1 653-5 653-5 612-3 641-5
PP 629-5 629-5 629-5 623-6
S1 581-7 581-7 599-1 569-7
S2 557-7 557-7 592-5
S3 486-1 510-1 586-0
S4 414-3 438-3 566-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 677-4 592-4 85-0 14.0% 14-2 2.4% 16% False True 41,759
10 714-4 592-4 122-0 20.1% 14-1 2.3% 11% False True 38,103
20 776-4 592-4 184-0 30.4% 14-1 2.3% 7% False True 37,135
40 788-0 592-4 195-4 32.3% 12-1 2.0% 7% False True 31,011
60 788-0 592-4 195-4 32.3% 12-2 2.0% 7% False True 26,372
80 788-0 592-4 195-4 32.3% 12-5 2.1% 7% False True 23,252
100 788-0 592-4 195-4 32.3% 12-5 2.1% 7% False True 19,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 688-2
2.618 658-4
1.618 640-2
1.000 629-0
0.618 622-0
HIGH 610-6
0.618 603-6
0.500 601-5
0.382 599-4
LOW 592-4
0.618 581-2
1.000 574-2
1.618 563-0
2.618 544-6
4.250 515-0
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 604-4 621-6
PP 603-1 616-4
S1 601-5 611-2

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

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