CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 607-6 623-4 15-6 2.6% 666-2
High 616-4 632-0 15-4 2.5% 689-6
Low 607-0 623-4 16-4 2.7% 618-4
Close 613-6 630-6 17-0 2.8% 619-2
Range 9-4 8-4 -1-0 -10.5% 71-2
ATR 15-6 15-7 0-1 1.2% 0-0
Volume 21,344 22,319 975 4.6% 77,540
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 654-2 651-0 635-3
R3 645-6 642-4 633-1
R2 637-2 637-2 632-2
R1 634-0 634-0 631-4 635-5
PP 628-6 628-6 628-6 629-4
S1 625-4 625-4 630-0 627-1
S2 620-2 620-2 629-2
S3 611-6 617-0 628-3
S4 603-2 608-4 626-1
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 856-2 809-0 658-4
R3 785-0 737-6 638-7
R2 713-6 713-6 632-2
R1 666-4 666-4 625-6 654-4
PP 642-4 642-4 642-4 636-4
S1 595-2 595-2 612-6 583-2
S2 571-2 571-2 606-2
S3 500-0 524-0 599-5
S4 428-6 452-6 580-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 660-4 606-2 54-2 8.6% 10-2 1.6% 45% False False 22,441
10 695-0 606-2 88-6 14.1% 11-1 1.8% 28% False False 17,991
20 768-6 606-2 162-4 25.8% 10-2 1.6% 15% False False 15,049
40 794-4 606-2 188-2 29.8% 8-7 1.4% 13% False False 12,042
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 668-1
2.618 654-2
1.618 645-6
1.000 640-4
0.618 637-2
HIGH 632-0
0.618 628-6
0.500 627-6
0.382 626-6
LOW 623-4
0.618 618-2
1.000 615-0
1.618 609-6
2.618 601-2
4.250 587-3
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 629-6 626-7
PP 628-6 623-0
S1 627-6 619-1

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

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