CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 639-2 632-0 -7-2 -1.1% 606-2
High 639-2 669-2 30-0 4.7% 638-4
Low 629-0 632-0 3-0 0.5% 606-2
Close 629-2 669-2 40-0 6.4% 624-2
Range 10-2 37-2 27-0 263.4% 32-2
ATR 14-6 16-5 1-6 12.2% 0-0
Volume 8,177 17,028 8,851 108.2% 111,123
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 768-5 756-1 689-6
R3 731-3 718-7 679-4
R2 694-1 694-1 676-1
R1 681-5 681-5 672-5 687-7
PP 656-7 656-7 656-7 660-0
S1 644-3 644-3 665-7 650-5
S2 619-5 619-5 662-3
S3 582-3 607-1 659-0
S4 545-1 569-7 648-6
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
5 669-2 622-0 47-2 7.1% 13-4 2.0% 100% True False 16,362
10 669-2 606-2 63-0 9.4% 11-0 1.7% 100% True False 19,391
20 749-0 606-2 142-6 21.3% 11-1 1.7% 44% False False 15,185
40 794-4 606-2 188-2 28.1% 9-7 1.5% 33% False False 12,661
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 False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 827-4
2.618 766-6
1.618 729-4
1.000 706-4
0.618 692-2
HIGH 669-2
0.618 655-0
0.500 650-5
0.382 646-2
LOW 632-0
0.618 609-0
1.000 594-6
1.618 571-6
2.618 534-4
4.250 473-6
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 663-0 661-3
PP 656-7 653-4
S1 650-5 645-5

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

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