CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 669-4 667-4 -2-0 -0.3% 654-0
High 670-0 669-2 -0-6 -0.1% 676-0
Low 667-4 665-4 -2-0 -0.3% 652-0
Close 668-0 667-6 -0-2 0.0% 665-4
Range 2-4 3-6 1-2 50.0% 24-0
ATR 12-3 11-6 -0-5 -5.0% 0-0
Volume 16,583 12,440 -4,143 -25.0% 68,877
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 678-6 677-0 669-6
R3 675-0 673-2 668-6
R2 671-2 671-2 668-4
R1 669-4 669-4 668-1 670-3
PP 667-4 667-4 667-4 668-0
S1 665-6 665-6 667-3 666-5
S2 663-6 663-6 667-0
S3 660-0 662-0 666-6
S4 656-2 658-2 665-6
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% 7-0 1.0% 66% False False 14,070
10 676-0 647-0 29-0 4.3% 6-3 1.0% 72% False False 16,154
20 676-0 599-6 76-2 11.4% 10-1 1.5% 89% False False 15,200
40 792-0 599-6 192-2 28.8% 10-2 1.5% 35% False False 12,576
60 792-0 599-6 192-2 28.8% 9-0 1.4% 35% False False 10,184
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 685-2
2.618 679-1
1.618 675-3
1.000 673-0
0.618 671-5
HIGH 669-2
0.618 667-7
0.500 667-3
0.382 666-7
LOW 665-4
0.618 663-1
1.000 661-6
1.618 659-3
2.618 655-5
4.250 649-4
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 667-5 670-2
PP 667-4 669-3
S1 667-3 668-5

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

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