CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 682-0 680-6 -1-2 -0.2% 659-4
High 682-4 681-0 -1-4 -0.2% 682-4
Low 670-2 670-6 0-4 0.1% 654-6
Close 670-0 671-6 1-6 0.3% 670-0
Range 12-2 10-2 -2-0 -16.3% 27-6
ATR 13-0 12-7 -0-1 -1.1% 0-0
Volume 16,014 27,059 11,045 69.0% 112,891
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 705-2 698-6 677-3
R3 695-0 688-4 674-5
R2 684-6 684-6 673-5
R1 678-2 678-2 672-6 676-3
PP 674-4 674-4 674-4 673-4
S1 668-0 668-0 670-6 666-1
S2 664-2 664-2 669-7
S3 654-0 657-6 668-7
S4 643-6 647-4 666-1
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 752-3 738-7 685-2
R3 724-5 711-1 677-5
R2 696-7 696-7 675-1
R1 683-3 683-3 672-4 690-1
PP 669-1 669-1 669-1 672-4
S1 655-5 655-5 667-4 662-3
S2 641-3 641-3 664-7
S3 613-5 627-7 662-3
S4 585-7 600-1 654-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 682-4 654-6 27-6 4.1% 10-2 1.5% 61% False False 21,801
10 682-4 632-0 50-4 7.5% 10-5 1.6% 79% False False 23,295
20 689-6 606-2 83-4 12.4% 9-5 1.4% 78% False False 20,984
40 794-4 606-2 188-2 28.0% 9-7 1.5% 35% False False 16,442
60 794-4 606-2 188-2 28.0% 8-6 1.3% 35% False False 13,510
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 724-4
2.618 707-7
1.618 697-5
1.000 691-2
0.618 687-3
HIGH 681-0
0.618 677-1
0.500 675-7
0.382 674-5
LOW 670-6
0.618 664-3
1.000 660-4
1.618 654-1
2.618 643-7
4.250 627-2
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 675-7 671-0
PP 674-4 670-2
S1 673-1 669-4

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

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