CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 644-0 655-0 11-0 1.7% 627-0
High 654-0 657-2 3-2 0.5% 658-0
Low 643-0 647-6 4-6 0.7% 616-0
Close 652-6 648-4 -4-2 -0.7% 651-4
Range 11-0 9-4 -1-4 -13.6% 42-0
ATR 16-0 15-4 -0-4 -2.9% 0-0
Volume 39,068 79,799 40,731 104.3% 205,557
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 679-5 673-5 653-6
R3 670-1 664-1 651-1
R2 660-5 660-5 650-2
R1 654-5 654-5 649-3 652-7
PP 651-1 651-1 651-1 650-2
S1 645-1 645-1 647-5 643-3
S2 641-5 641-5 646-6
S3 632-1 635-5 645-7
S4 622-5 626-1 643-2
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
5 658-0 636-4 21-4 3.3% 10-5 1.6% 56% False False 52,906
10 658-0 610-4 47-4 7.3% 13-2 2.0% 80% False False 44,777
20 683-4 592-4 91-0 14.0% 13-6 2.1% 62% False False 42,848
40 788-0 592-4 195-4 30.1% 13-7 2.1% 29% False False 37,496
60 788-0 592-4 195-4 30.1% 12-4 1.9% 29% False False 32,386
80 788-0 592-4 195-4 30.1% 12-3 1.9% 29% False False 28,407
100 788-0 592-4 195-4 30.1% 12-5 1.9% 29% False False 24,630
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook True
Stretch 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 697-5
2.618 682-1
1.618 672-5
1.000 666-6
0.618 663-1
HIGH 657-2
0.618 653-5
0.500 652-4
0.382 651-3
LOW 647-6
0.618 641-7
1.000 638-2
1.618 632-3
2.618 622-7
4.250 607-3
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 652-4 650-1
PP 651-1 649-5
S1 649-7 649-0

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

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