CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 664-2 656-4 -7-6 -1.2% 639-2
High 667-2 668-0 0-6 0.1% 669-2
Low 657-2 656-4 -0-6 -0.1% 629-0
Close 658-2 668-6 10-4 1.6% 663-2
Range 10-0 11-4 1-4 15.0% 40-2
ATR 13-1 13-0 -0-1 -0.9% 0-0
Volume 34,058 15,458 -18,600 -54.6% 101,185
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 698-7 695-3 675-1
R3 687-3 683-7 671-7
R2 675-7 675-7 670-7
R1 672-3 672-3 669-6 674-1
PP 664-3 664-3 664-3 665-2
S1 660-7 660-7 667-6 662-5
S2 652-7 652-7 666-5
S3 641-3 649-3 665-5
S4 629-7 637-7 662-3
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
5 668-0 654-6 13-2 2.0% 6-7 1.0% 106% True False 23,312
10 669-2 622-0 47-2 7.1% 9-6 1.5% 99% False False 21,489
20 689-6 606-2 83-4 12.5% 9-5 1.4% 75% False False 20,186
40 794-4 606-2 188-2 28.1% 10-1 1.5% 33% False False 15,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 716-7
2.618 698-1
1.618 686-5
1.000 679-4
0.618 675-1
HIGH 668-0
0.618 663-5
0.500 662-2
0.382 660-7
LOW 656-4
0.618 649-3
1.000 645-0
1.618 637-7
2.618 626-3
4.250 607-5
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 666-5 666-2
PP 664-3 663-7
S1 662-2 661-3

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

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