CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 610-0 626-6 16-6 2.7% 654-0
High 620-0 627-6 7-6 1.3% 677-4
Low 609-6 617-4 7-6 1.3% 605-6
Close 618-2 618-2 0-0 0.0% 605-6
Range 10-2 10-2 0-0 0.0% 71-6
ATR 17-3 16-7 -0-4 -2.9% 0-0
Volume 52,065 31,789 -20,276 -38.9% 184,440
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 651-7 645-3 623-7
R3 641-5 635-1 621-1
R2 631-3 631-3 620-1
R1 624-7 624-7 619-2 623-0
PP 621-1 621-1 621-1 620-2
S1 614-5 614-5 617-2 612-6
S2 610-7 610-7 616-3
S3 600-5 604-3 615-3
S4 590-3 594-1 612-5
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
5 627-6 592-4 35-2 5.7% 11-6 1.9% 73% True False 46,784
10 677-4 592-4 85-0 13.7% 13-1 2.1% 30% False False 41,713
20 760-0 592-4 167-4 27.1% 13-4 2.2% 15% False False 40,171
40 788-0 592-4 195-4 31.6% 12-3 2.0% 13% False False 32,238
60 788-0 592-4 195-4 31.6% 12-1 2.0% 13% False False 27,811
80 788-0 592-4 195-4 31.6% 12-5 2.0% 13% False False 24,606
100 788-0 592-4 195-4 31.6% 12-4 2.0% 13% False False 20,934
Crabel Price Patterns
NR False
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 1-7
Fibonacci Retracements and Extensions
4.250 671-2
2.618 654-5
1.618 644-3
1.000 638-0
0.618 634-1
HIGH 627-6
0.618 623-7
0.500 622-5
0.382 621-3
LOW 617-4
0.618 611-1
1.000 607-2
1.618 600-7
2.618 590-5
4.250 574-0
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 622-5 615-7
PP 621-1 613-4
S1 619-6 611-1

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

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