CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 680-6 669-6 -11-0 -1.6% 659-4
High 681-0 670-6 -10-2 -1.5% 682-4
Low 670-6 669-6 -1-0 -0.1% 654-6
Close 671-6 671-2 -0-4 -0.1% 670-0
Range 10-2 1-0 -9-2 -90.2% 27-6
ATR 12-7 12-1 -0-6 -6.0% 0-0
Volume 27,059 10,178 -16,881 -62.4% 112,891
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 673-5 673-3 671-6
R3 672-5 672-3 671-4
R2 671-5 671-5 671-3
R1 671-3 671-3 671-3 671-4
PP 670-5 670-5 670-5 670-5
S1 670-3 670-3 671-1 670-4
S2 669-5 669-5 671-1
S3 668-5 669-3 671-0
S4 667-5 668-3 670-6
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
5 682-4 656-4 26-0 3.9% 9-0 1.3% 57% False False 20,553
10 682-4 654-6 27-6 4.1% 7-0 1.0% 59% False False 22,610
20 682-4 606-2 76-2 11.4% 9-0 1.3% 85% False False 21,001
40 794-4 606-2 188-2 28.0% 9-6 1.5% 35% False False 16,353
60 794-4 606-2 188-2 28.0% 8-6 1.3% 35% False False 13,507
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 True
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 675-0
2.618 673-3
1.618 672-3
1.000 671-6
0.618 671-3
HIGH 670-6
0.618 670-3
0.500 670-2
0.382 670-1
LOW 669-6
0.618 669-1
1.000 668-6
1.618 668-1
2.618 667-1
4.250 665-4
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 670-7 676-1
PP 670-5 674-4
S1 670-2 672-7

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

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