CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 650-4 646-4 -4-0 -0.6% 592-4
High 656-0 651-4 -4-4 -0.7% 627-6
Low 643-0 636-4 -6-4 -1.0% 592-4
Close 652-6 649-6 -3-0 -0.5% 612-6
Range 13-0 15-0 2-0 15.4% 35-2
ATR 17-6 17-5 -0-1 -0.6% 0-0
Volume 55,094 56,011 917 1.7% 238,154
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 690-7 685-3 658-0
R3 675-7 670-3 653-7
R2 660-7 660-7 652-4
R1 655-3 655-3 651-1 658-1
PP 645-7 645-7 645-7 647-2
S1 640-3 640-3 648-3 643-1
S2 630-7 630-7 647-0
S3 615-7 625-3 645-5
S4 600-7 610-3 641-4
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
5 657-4 610-4 47-0 7.2% 16-7 2.6% 84% False False 41,492
10 657-4 592-4 65-0 10.0% 14-3 2.2% 88% False False 44,138
20 718-0 592-4 125-4 19.3% 14-2 2.2% 46% False False 40,342
40 788-0 592-4 195-4 30.1% 13-4 2.1% 29% False False 33,841
60 788-0 592-4 195-4 30.1% 12-4 1.9% 29% False False 29,867
80 788-0 592-4 195-4 30.1% 12-7 2.0% 29% False False 26,560
100 788-0 592-4 195-4 30.1% 12-5 2.0% 29% False False 22,747
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 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 715-2
2.618 690-6
1.618 675-6
1.000 666-4
0.618 660-6
HIGH 651-4
0.618 645-6
0.500 644-0
0.382 642-2
LOW 636-4
0.618 627-2
1.000 621-4
1.618 612-2
2.618 597-2
4.250 572-6
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 647-7 646-1
PP 645-7 642-3
S1 644-0 638-6

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

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