CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 666-0 654-0 -12-0 -1.8% 703-0
High 670-0 658-0 -12-0 -1.8% 722-4
Low 651-4 649-0 -2-4 -0.4% 658-4
Close 651-6 653-2 1-4 0.2% 659-4
Range 18-4 9-0 -9-4 -51.4% 64-0
ATR 14-4 14-1 -0-3 -2.7% 0-0
Volume 12,722 15,473 2,751 21.6% 51,357
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 680-3 675-7 658-2
R3 671-3 666-7 655-6
R2 662-3 662-3 654-7
R1 657-7 657-7 654-1 655-5
PP 653-3 653-3 653-3 652-2
S1 648-7 648-7 652-3 646-5
S2 644-3 644-3 651-5
S3 635-3 639-7 650-6
S4 626-3 630-7 648-2
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 872-1 829-7 694-6
R3 808-1 765-7 677-1
R2 744-1 744-1 671-2
R1 701-7 701-7 665-3 691-0
PP 680-1 680-1 680-1 674-6
S1 637-7 637-7 653-5 627-0
S2 616-1 616-1 647-6
S3 552-1 573-7 641-7
S4 488-1 509-7 624-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 684-4 649-0 35-4 5.4% 11-6 1.8% 12% False True 12,684
10 726-0 649-0 77-0 11.8% 11-2 1.7% 6% False True 11,557
20 780-4 649-0 131-4 20.1% 11-1 1.7% 3% False True 10,718
40 792-0 649-0 143-0 21.9% 8-3 1.3% 3% False True 8,043
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 696-2
2.618 681-4
1.618 672-4
1.000 667-0
0.618 663-4
HIGH 658-0
0.618 654-4
0.500 653-4
0.382 652-4
LOW 649-0
0.618 643-4
1.000 640-0
1.618 634-4
2.618 625-4
4.250 610-6
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 653-4 666-6
PP 653-3 662-2
S1 653-3 657-6

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

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