CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 21-Oct-2011

Day Change Summary
	Previous	Current
	20-Oct-2011	21-Oct-2011	Change	Change %	Previous Week
Open	652-0	674-0	22-0	3.4%	654-0
High	665-0	676-0	11-0	1.7%	676-0
Low	652-0	664-4	12-4	1.9%	652-0
Close	664-4	665-4	1-0	0.2%	665-4
Range	13-0	11-4	-1-4	-11.5%	24-0
ATR	13-1	13-0	-0-1	-0.9%	0-0
Volume	12,339	10,189	-2,150	-17.4%	68,877

Daily Pivots for day following 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	703-1	695-7	671-7
R3	691-5	684-3	668-5
R2	680-1	680-1	667-5
R1	672-7	672-7	666-4	670-6
PP	668-5	668-5	668-5	667-5
S1	661-3	661-3	664-4	659-2
S2	657-1	657-1	663-3
S3	645-5	649-7	662-3
S4	634-1	638-3	659-1

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	736-4	725-0	678-6
R3	712-4	701-0	672-1
R2	688-4	688-4	669-7
R1	677-0	677-0	667-6	682-6
PP	664-4	664-4	664-4	667-3
S1	653-0	653-0	663-2	658-6
S2	640-4	640-4	661-1
S3	616-4	629-0	658-7
S4	592-4	605-0	652-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	676-0	652-0	24-0	3.6%	7-3	1.1%	56%	True	False	13,775
10	676-0	623-4	52-4	7.9%	10-6	1.6%	80%	True	False	15,094
20	684-4	599-6	84-6	12.7%	10-4	1.6%	78%	False	False	14,890
40	792-0	599-6	192-2	28.9%	10-7	1.6%	34%	False	False	12,190

Crabel Price Patterns
NR	True
NR4	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	724-7
2.618	706-1
1.618	694-5
1.000	687-4
0.618	683-1
HIGH	676-0
0.618	671-5
0.500	670-2
0.382	668-7
LOW	664-4
0.618	657-3
1.000	653-0
1.618	645-7
2.618	634-3
4.250	615-5

Fisher Pivots for day following 21-Oct-2011
Pivot	1 day	3 day
R1	670-2	665-0
PP	668-5	664-4
S1	667-1	664-0

Download as Excel Spreadsheet

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

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