CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 658-0 652-0 -6-0 -0.9% 635-0
High 658-0 665-0 7-0 1.1% 664-6
Low 654-0 652-0 -2-0 -0.3% 623-4
Close 654-2 664-4 10-2 1.6% 658-6
Range 4-0 13-0 9-0 225.0% 41-2
ATR 13-1 13-1 0-0 -0.1% 0-0
Volume 18,801 12,339 -6,462 -34.4% 82,069
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 699-4 695-0 671-5
R3 686-4 682-0 668-1
R2 673-4 673-4 666-7
R1 669-0 669-0 665-6 671-2
PP 660-4 660-4 660-4 661-5
S1 656-0 656-0 663-2 658-2
S2 647-4 647-4 662-1
S3 634-4 643-0 660-7
S4 621-4 630-0 657-3
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
5 665-0 652-0 13-0 2.0% 6-5 1.0% 96% True True 14,750
10 665-0 619-4 45-4 6.8% 9-5 1.4% 99% True False 15,538
20 684-4 599-6 84-6 12.8% 10-6 1.6% 76% False False 15,001
40 792-0 599-6 192-2 28.9% 10-6 1.6% 34% False False 12,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 720-2
2.618 699-0
1.618 686-0
1.000 678-0
0.618 673-0
HIGH 665-0
0.618 660-0
0.500 658-4
0.382 657-0
LOW 652-0
0.618 644-0
1.000 639-0
1.618 631-0
2.618 618-0
4.250 596-6
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 662-4 662-4
PP 660-4 660-4
S1 658-4 658-4

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

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