CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 603-0 617-4 14-4 2.4% 668-0
High 612-0 627-4 15-4 2.5% 684-4
Low 599-6 617-4 17-6 3.0% 613-2
Close 608-4 626-0 17-4 2.9% 613-4
Range 12-2 10-0 -2-2 -18.4% 71-2
ATR 15-7 16-1 0-2 1.4% 0-0
Volume 17,140 13,644 -3,496 -20.4% 65,890
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 653-5 649-7 631-4
R3 643-5 639-7 628-6
R2 633-5 633-5 627-7
R1 629-7 629-7 626-7 631-6
PP 623-5 623-5 623-5 624-5
S1 619-7 619-7 625-1 621-6
S2 613-5 613-5 624-1
S3 603-5 609-7 623-2
S4 593-5 599-7 620-4
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 850-7 803-3 652-6
R3 779-5 732-1 633-1
R2 708-3 708-3 626-4
R1 660-7 660-7 620-0 649-0
PP 637-1 637-1 637-1 631-1
S1 589-5 589-5 607-0 577-6
S2 565-7 565-7 600-4
S3 494-5 518-3 593-7
S4 423-3 447-1 574-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 658-0 599-6 58-2 9.3% 12-0 1.9% 45% False False 17,008
10 688-0 599-6 88-2 14.1% 12-6 2.0% 30% False False 13,970
20 766-0 599-6 166-2 26.6% 11-0 1.8% 16% False False 12,542
40 792-0 599-6 192-2 30.7% 9-1 1.5% 14% False False 9,264
Crabel Price Patterns
NR True
NR4 True
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 2-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 670-0
2.618 653-5
1.618 643-5
1.000 637-4
0.618 633-5
HIGH 627-4
0.618 623-5
0.500 622-4
0.382 621-3
LOW 617-4
0.618 611-3
1.000 607-4
1.618 601-3
2.618 591-3
4.250 575-0
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 624-7 621-7
PP 623-5 617-6
S1 622-4 613-5

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

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