CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 14-Oct-2011

Day Change Summary
	Previous	Current
	13-Oct-2011	14-Oct-2011	Change	Change %	Previous Week
Open	661-2	661-4	0-2	0.0%	639-2
High	661-2	661-4	0-2	0.0%	669-2
Low	661-2	661-4	0-2	0.0%	629-0
Close	661-2	663-2	2-0	0.3%	663-2
Range
ATR	15-4	14-3	-1-1	-7.0%	0-0
Volume	24,915	19,686	-5,229	-21.0%	101,185

Daily Pivots for day following 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	662-1	662-5	663-2
R3	662-1	662-5	663-2
R2	662-1	662-1	663-2
R1	662-5	662-5	663-2	662-3
PP	662-1	662-1	662-1	662-0
S1	662-5	662-5	663-2	662-3
S2	662-1	662-1	663-2
S3	662-1	662-5	663-2
S4	662-1	662-5	663-2

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	774-5	759-1	685-3
R3	734-3	718-7	674-3
R2	694-1	694-1	670-5
R1	678-5	678-5	667-0	686-3
PP	653-7	653-7	653-7	657-6
S1	638-3	638-3	659-4	646-1
S2	613-5	613-5	655-7
S3	573-3	598-1	652-1
S4	533-1	557-7	641-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	669-2	629-0	40-2	6.1%	11-7	1.8%	85%	False	False	20,237
10	669-2	606-2	63-0	9.5%	10-3	1.6%	90%	False	False	21,230
20	725-4	606-2	119-2	18.0%	10-2	1.5%	48%	False	False	17,121
40	794-4	606-2	188-2	28.4%	9-5	1.5%	30%	False	False	14,119

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-1

Fibonacci Retracements and Extensions
4.250	661-4
2.618	661-4
1.618	661-4
1.000	661-4
0.618	661-4
HIGH	661-4
0.618	661-4
0.500	661-4
0.382	661-4
LOW	661-4
0.618	661-4
1.000	661-4
1.618	661-4
2.618	661-4
4.250	661-4

Fisher Pivots for day following 14-Oct-2011
Pivot	1 day	3 day
R1	662-5	662-4
PP	662-1	661-6
S1	661-4	661-0

Download as Excel Spreadsheet

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

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