CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 635-0 628-0 -7-0 -1.1% 600-0
High 636-0 664-6 28-6 4.5% 634-0
Low 623-4 628-0 4-4 0.7% 599-6
Close 624-6 664-6 40-0 6.4% 620-2
Range 12-4 36-6 24-2 194.0% 34-2
ATR 15-0 16-6 1-6 11.9% 0-0
Volume 6,258 12,164 5,906 94.4% 80,978
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 762-6 750-4 685-0
R3 726-0 713-6 674-7
R2 689-2 689-2 671-4
R1 677-0 677-0 668-1 683-1
PP 652-4 652-4 652-4 655-4
S1 640-2 640-2 661-3 646-3
S2 615-6 615-6 658-0
S3 579-0 603-4 654-5
S4 542-2 566-6 644-4
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 720-6 704-6 639-1
R3 686-4 670-4 629-5
R2 652-2 652-2 626-4
R1 636-2 636-2 623-3 644-2
PP 618-0 618-0 618-0 622-0
S1 602-0 602-0 617-1 610-0
S2 583-6 583-6 614-0
S3 549-4 567-6 610-7
S4 515-2 533-4 601-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 664-6 617-4 47-2 7.1% 13-6 2.1% 100% True False 11,670
10 670-0 599-6 70-2 10.6% 13-6 2.1% 93% False False 14,247
20 745-4 599-6 145-6 21.9% 12-0 1.8% 45% False False 12,611
40 792-0 599-6 192-2 28.9% 10-3 1.6% 34% False False 9,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 821-0
2.618 761-0
1.618 724-2
1.000 701-4
0.618 687-4
HIGH 664-6
0.618 650-6
0.500 646-3
0.382 642-0
LOW 628-0
0.618 605-2
1.000 591-2
1.618 568-4
2.618 531-6
4.250 471-6
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 658-5 657-2
PP 652-4 649-5
S1 646-3 642-1

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

View Archives - Comment on this page... - Back to Index of Symbols