CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 657-4 647-4 -10-0 -1.5% 627-0
High 658-0 655-4 -2-4 -0.4% 658-0
Low 648-4 647-4 -1-0 -0.2% 616-0
Close 651-4 651-2 -0-2 0.0% 651-4
Range 9-4 8-0 -1-4 -15.8% 42-0
ATR 17-0 16-3 -0-5 -3.8% 0-0
Volume 35,730 53,926 18,196 50.9% 205,557
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 675-3 671-3 655-5
R3 667-3 663-3 653-4
R2 659-3 659-3 652-6
R1 655-3 655-3 652-0 657-3
PP 651-3 651-3 651-3 652-4
S1 647-3 647-3 650-4 649-3
S2 643-3 643-3 649-6
S3 635-3 639-3 649-0
S4 627-3 631-3 646-7
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 767-7 751-5 674-5
R3 725-7 709-5 663-0
R2 683-7 683-7 659-2
R1 667-5 667-5 655-3 675-6
PP 641-7 641-7 641-7 645-7
S1 625-5 625-5 647-5 633-6
S2 599-7 599-7 643-6
S3 557-7 583-5 640-0
S4 515-7 541-5 628-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 658-0 620-0 38-0 5.8% 16-5 2.5% 82% False False 48,404
10 658-0 594-4 63-4 9.8% 13-3 2.0% 89% False False 43,821
20 714-4 592-4 122-0 18.7% 13-6 2.1% 48% False False 40,962
40 788-0 592-4 195-4 30.0% 13-5 2.1% 30% False False 35,248
60 788-0 592-4 195-4 30.0% 12-3 1.9% 30% False False 30,771
80 788-0 592-4 195-4 30.0% 12-3 1.9% 30% False False 27,360
100 788-0 592-4 195-4 30.0% 12-4 1.9% 30% False False 23,539
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 689-4
2.618 676-4
1.618 668-4
1.000 663-4
0.618 660-4
HIGH 655-4
0.618 652-4
0.500 651-4
0.382 650-4
LOW 647-4
0.618 642-4
1.000 639-4
1.618 634-4
2.618 626-4
4.250 613-4
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 651-4 649-7
PP 651-3 648-5
S1 651-3 647-2

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

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