CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 654-0 657-4 3-4 0.5% 635-0
High 661-4 658-2 -3-2 -0.5% 664-6
Low 654-0 657-4 3-4 0.5% 623-4
Close 658-0 658-2 0-2 0.0% 658-6
Range 7-4 0-6 -6-6 -90.0% 41-2
ATR 14-7 13-7 -1-0 -6.8% 0-0
Volume 15,877 11,671 -4,206 -26.5% 82,069
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 660-2 660-0 658-5
R3 659-4 659-2 658-4
R2 658-6 658-6 658-3
R1 658-4 658-4 658-3 658-5
PP 658-0 658-0 658-0 658-0
S1 657-6 657-6 658-1 657-7
S2 657-2 657-2 658-1
S3 656-4 657-0 658-0
S4 655-6 656-2 657-7
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 772-6 757-0 681-4
R3 731-4 715-6 670-1
R2 690-2 690-2 666-2
R1 674-4 674-4 662-4 682-3
PP 649-0 649-0 649-0 653-0
S1 633-2 633-2 655-0 641-1
S2 607-6 607-6 651-2
S3 566-4 592-0 647-3
S4 525-2 550-6 636-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 663-0 647-0 16-0 2.4% 5-7 0.9% 70% False False 18,239
10 664-6 617-4 47-2 7.2% 9-7 1.5% 86% False False 14,954
20 706-0 599-6 106-2 16.1% 10-6 1.6% 55% False False 14,379
40 792-0 599-6 192-2 29.2% 10-6 1.6% 30% False False 11,609
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 661-4
2.618 660-2
1.618 659-4
1.000 659-0
0.618 658-6
HIGH 658-2
0.618 658-0
0.500 657-7
0.382 657-6
LOW 657-4
0.618 657-0
1.000 656-6
1.618 656-2
2.618 655-4
4.250 654-2
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 658-1 658-4
PP 658-0 658-3
S1 657-7 658-3

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

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