CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 667-4 655-2 -12-2 -1.8% 654-0
High 669-2 655-2 -14-0 -2.1% 676-0
Low 665-4 655-2 -10-2 -1.5% 652-0
Close 667-6 655-2 -12-4 -1.9% 665-4
Range 3-6 0-0 -3-6 -100.0% 24-0
ATR 11-6 11-7 0-0 0.4% 0-0
Volume 12,440 8,375 -4,065 -32.7% 68,877
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 655-2 655-2 655-2
R3 655-2 655-2 655-2
R2 655-2 655-2 655-2
R1 655-2 655-2 655-2 655-2
PP 655-2 655-2 655-2 655-2
S1 655-2 655-2 655-2 655-2
S2 655-2 655-2 655-2
S3 655-2 655-2 655-2
S4 655-2 655-2 655-2
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 3.7% 6-1 0.9% 14% False False 11,985
10 676-0 647-0 29-0 4.4% 6-1 0.9% 28% False False 14,343
20 676-0 599-6 76-2 11.6% 9-1 1.4% 73% False False 14,983
40 789-4 599-6 189-6 29.0% 10-0 1.5% 29% False False 12,639
60 792-0 599-6 192-2 29.3% 8-4 1.3% 29% False False 10,277
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-6
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 655-2
2.618 655-2
1.618 655-2
1.000 655-2
0.618 655-2
HIGH 655-2
0.618 655-2
0.500 655-2
0.382 655-2
LOW 655-2
0.618 655-2
1.000 655-2
1.618 655-2
2.618 655-2
4.250 655-2
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 655-2 662-5
PP 655-2 660-1
S1 655-2 657-6

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

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