CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 655-2 666-4 11-2 1.7% 654-0
High 655-2 673-0 17-6 2.7% 676-0
Low 655-2 656-0 0-6 0.1% 652-0
Close 655-2 668-6 13-4 2.1% 665-4
Range 0-0 17-0 17-0 24-0
ATR 11-7 12-2 0-3 3.6% 0-0
Volume 8,375 11,506 3,131 37.4% 68,877
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 716-7 709-7 678-1
R3 699-7 692-7 673-3
R2 682-7 682-7 671-7
R1 675-7 675-7 670-2 679-3
PP 665-7 665-7 665-7 667-6
S1 658-7 658-7 667-2 662-3
S2 648-7 648-7 665-5
S3 631-7 641-7 664-1
S4 614-7 624-7 659-3
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
5 676-0 655-2 20-6 3.1% 7-0 1.0% 65% False False 11,818
10 676-0 652-0 24-0 3.6% 6-6 1.0% 70% False False 13,284
20 676-0 599-6 76-2 11.4% 9-4 1.4% 90% False False 14,785
40 780-4 599-6 180-6 27.0% 10-3 1.5% 38% False False 12,751
60 792-0 599-6 192-2 28.7% 8-6 1.3% 36% False False 10,290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 745-2
2.618 717-4
1.618 700-4
1.000 690-0
0.618 683-4
HIGH 673-0
0.618 666-4
0.500 664-4
0.382 662-4
LOW 656-0
0.618 645-4
1.000 639-0
1.618 628-4
2.618 611-4
4.250 583-6
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 667-3 667-2
PP 665-7 665-5
S1 664-4 664-1

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

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