CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 594-4 610-0 15-4 2.6% 654-0
High 605-2 620-0 14-6 2.4% 677-4
Low 594-4 609-6 15-2 2.6% 605-6
Close 600-6 618-2 17-4 2.9% 605-6
Range 10-6 10-2 -0-4 -4.7% 71-6
ATR 17-2 17-3 0-1 0.8% 0-0
Volume 57,242 52,065 -5,177 -9.0% 184,440
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 646-6 642-6 623-7
R3 636-4 632-4 621-1
R2 626-2 626-2 620-1
R1 622-2 622-2 619-2 624-2
PP 616-0 616-0 616-0 617-0
S1 612-0 612-0 617-2 614-0
S2 605-6 605-6 616-3
S3 595-4 601-6 615-3
S4 585-2 591-4 612-5
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
5 651-0 592-4 58-4 9.5% 11-1 1.8% 44% False False 48,780
10 683-4 592-4 91-0 14.7% 14-2 2.3% 28% False False 40,920
20 760-0 592-4 167-4 27.1% 13-6 2.2% 15% False False 39,889
40 788-0 592-4 195-4 31.6% 12-2 2.0% 13% False False 32,241
60 788-0 592-4 195-4 31.6% 12-2 2.0% 13% False False 27,675
80 788-0 592-4 195-4 31.6% 12-5 2.0% 13% False False 24,302
100 788-0 592-4 195-4 31.6% 12-4 2.0% 13% False False 20,645
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 False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 663-4
2.618 646-7
1.618 636-5
1.000 630-2
0.618 626-3
HIGH 620-0
0.618 616-1
0.500 614-7
0.382 613-5
LOW 609-6
0.618 603-3
1.000 599-4
1.618 593-1
2.618 582-7
4.250 566-2
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 617-1 614-2
PP 616-0 610-2
S1 614-7 606-2

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

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