CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 674-0 669-4 -4-4 -0.7% 654-0
High 676-0 670-0 -6-0 -0.9% 676-0
Low 664-4 667-4 3-0 0.5% 652-0
Close 665-4 668-0 2-4 0.4% 665-4
Range 11-4 2-4 -9-0 -78.3% 24-0
ATR 13-0 12-3 -0-5 -4.7% 0-0
Volume 10,189 16,583 6,394 62.8% 68,877
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 676-0 674-4 669-3
R3 673-4 672-0 668-6
R2 671-0 671-0 668-4
R1 669-4 669-4 668-2 669-0
PP 668-4 668-4 668-4 668-2
S1 667-0 667-0 667-6 666-4
S2 666-0 666-0 667-4
S3 663-4 664-4 667-2
S4 661-0 662-0 666-5
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% 6-3 1.0% 67% False False 13,916
10 676-0 628-0 48-0 7.2% 9-6 1.5% 83% False False 16,127
20 684-4 599-6 84-6 12.7% 10-5 1.6% 81% False False 15,089
40 792-0 599-6 192-2 28.8% 10-3 1.6% 36% False False 12,459
60 792-0 599-6 192-2 28.8% 9-1 1.4% 36% False False 10,048
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 680-5
2.618 676-4
1.618 674-0
1.000 672-4
0.618 671-4
HIGH 670-0
0.618 669-0
0.500 668-6
0.382 668-4
LOW 667-4
0.618 666-0
1.000 665-0
1.618 663-4
2.618 661-0
4.250 656-7
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 668-6 666-5
PP 668-4 665-3
S1 668-2 664-0

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

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