CME Pit-Traded Corn Future May 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 657-4 658-0 0-4 0.1% 635-0
High 658-2 658-0 -0-2 0.0% 664-6
Low 657-4 654-0 -3-4 -0.5% 623-4
Close 658-2 654-2 -4-0 -0.6% 658-6
Range 0-6 4-0 3-2 433.3% 41-2
ATR 13-7 13-1 -0-5 -5.0% 0-0
Volume 11,671 18,801 7,130 61.1% 82,069
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 667-3 664-7 656-4
R3 663-3 660-7 655-3
R2 659-3 659-3 655-0
R1 656-7 656-7 654-5 656-1
PP 655-3 655-3 655-3 655-0
S1 652-7 652-7 653-7 652-1
S2 651-3 651-3 653-4
S3 647-3 648-7 653-1
S4 643-3 644-7 652-0
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% 6-0 0.9% 45% False False 16,701
10 664-6 619-4 45-2 6.9% 9-2 1.4% 77% False False 15,470
20 688-0 599-6 88-2 13.5% 11-0 1.7% 62% False False 14,720
40 792-0 599-6 192-2 29.4% 10-6 1.6% 28% False False 11,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 675-0
2.618 668-4
1.618 664-4
1.000 662-0
0.618 660-4
HIGH 658-0
0.618 656-4
0.500 656-0
0.382 655-4
LOW 654-0
0.618 651-4
1.000 650-0
1.618 647-4
2.618 643-4
4.250 637-0
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 656-0 657-6
PP 655-3 656-5
S1 654-7 655-3

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

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