CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 613-0 627-0 14-0 2.3% 592-4
High 615-4 630-0 14-4 2.4% 627-6
Low 610-4 616-0 5-4 0.9% 592-4
Close 612-6 617-4 4-6 0.8% 612-6
Range 5-0 14-0 9-0 180.0% 35-2
ATR 16-2 16-2 0-1 0.5% 0-0
Volume 37,637 17,459 -20,178 -53.6% 238,154
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 663-1 654-3 625-2
R3 649-1 640-3 621-3
R2 635-1 635-1 620-1
R1 626-3 626-3 618-6 623-6
PP 621-1 621-1 621-1 619-7
S1 612-3 612-3 616-2 609-6
S2 607-1 607-1 614-7
S3 593-1 598-3 613-5
S4 579-1 584-3 609-6
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
5 630-0 594-4 35-4 5.7% 10-0 1.6% 65% True False 39,238
10 677-4 592-4 85-0 13.8% 12-1 2.0% 29% False False 40,498
20 754-0 592-4 161-4 26.2% 13-3 2.2% 15% False False 38,515
40 788-0 592-4 195-4 31.7% 12-4 2.0% 13% False False 31,921
60 788-0 592-4 195-4 31.7% 12-0 1.9% 13% False False 28,143
80 788-0 592-4 195-4 31.7% 12-3 2.0% 13% False False 24,956
100 788-0 592-4 195-4 31.7% 12-3 2.0% 13% False False 21,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 689-4
2.618 666-5
1.618 652-5
1.000 644-0
0.618 638-5
HIGH 630-0
0.618 624-5
0.500 623-0
0.382 621-3
LOW 616-0
0.618 607-3
1.000 602-0
1.618 593-3
2.618 579-3
4.250 556-4
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 623-0 620-2
PP 621-1 619-3
S1 619-3 618-3

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

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