CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 592-4 594-4 2-0 0.3% 654-0
High 610-6 605-2 -5-4 -0.9% 677-4
Low 592-4 594-4 2-0 0.3% 605-6
Close 606-0 600-6 -5-2 -0.9% 605-6
Range 18-2 10-6 -7-4 -41.1% 71-6
ATR 17-5 17-2 -0-4 -2.5% 0-0
Volume 59,421 57,242 -2,179 -3.7% 184,440
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 632-3 627-3 606-5
R3 621-5 616-5 603-6
R2 610-7 610-7 602-6
R1 605-7 605-7 601-6 608-3
PP 600-1 600-1 600-1 601-4
S1 595-1 595-1 599-6 597-5
S2 589-3 589-3 598-6
S3 578-5 584-3 597-6
S4 567-7 573-5 594-7
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
5 661-4 592-4 69-0 11.5% 12-7 2.1% 12% False False 47,382
10 706-0 592-4 113-4 18.9% 14-0 2.3% 7% False False 38,891
20 776-4 592-4 184-0 30.6% 14-0 2.3% 4% False False 38,317
40 788-0 592-4 195-4 32.5% 12-2 2.0% 4% False False 31,682
60 788-0 592-4 195-4 32.5% 12-3 2.1% 4% False False 27,087
80 788-0 592-4 195-4 32.5% 12-5 2.1% 4% False False 23,741
100 788-0 592-4 195-4 32.5% 12-5 2.1% 4% False False 20,175
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 651-0
2.618 633-3
1.618 622-5
1.000 616-0
0.618 611-7
HIGH 605-2
0.618 601-1
0.500 599-7
0.382 598-5
LOW 594-4
0.618 587-7
1.000 583-6
1.618 577-1
2.618 566-3
4.250 548-6
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 600-4 603-6
PP 600-1 602-6
S1 599-7 601-6

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

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