CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 638-4 625-4 -13-0 -2.0% 606-2
High 638-4 625-6 -12-6 -2.0% 638-4
Low 631-0 622-0 -9-0 -1.4% 606-2
Close 630-0 624-2 -5-6 -0.9% 624-2
Range 7-4 3-6 -3-6 -50.0% 32-2
ATR 15-2 14-6 -0-4 -3.4% 0-0
Volume 17,452 16,835 -617 -3.5% 111,123
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 635-2 633-4 626-2
R3 631-4 629-6 625-2
R2 627-6 627-6 625-0
R1 626-0 626-0 624-5 625-0
PP 624-0 624-0 624-0 623-4
S1 622-2 622-2 623-7 621-2
S2 620-2 620-2 623-4
S3 616-4 618-4 623-2
S4 612-6 614-6 622-2
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 719-6 704-2 642-0
R3 687-4 672-0 633-1
R2 655-2 655-2 630-1
R1 639-6 639-6 627-2 647-4
PP 623-0 623-0 623-0 626-7
S1 607-4 607-4 621-2 615-2
S2 590-6 590-6 618-3
S3 558-4 575-2 615-3
S4 526-2 543-0 606-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 638-4 606-2 32-2 5.2% 8-7 1.4% 56% False False 22,224
10 689-6 606-2 83-4 13.4% 8-6 1.4% 22% False False 18,866
20 768-6 606-2 162-4 26.0% 10-0 1.6% 11% False False 15,140
40 794-4 606-2 188-2 30.2% 8-7 1.4% 10% False False 12,569
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 False
Bear Hook False
Bull Hook False
Stretch 0-2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 641-6
2.618 635-5
1.618 631-7
1.000 629-4
0.618 628-1
HIGH 625-6
0.618 624-3
0.500 623-7
0.382 623-3
LOW 622-0
0.618 619-5
1.000 618-2
1.618 615-7
2.618 612-1
4.250 606-0
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 624-1 630-2
PP 624-0 628-2
S1 623-7 626-2

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

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