CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 669-6 670-2 0-4 0.1% 659-4
High 670-6 670-4 -0-2 0.0% 682-4
Low 669-6 657-0 -12-6 -1.9% 654-6
Close 671-2 658-6 -12-4 -1.9% 670-0
Range 1-0 13-4 12-4 1,250.0% 27-6
ATR 12-1 12-2 0-1 1.3% 0-0
Volume 10,178 11,505 1,327 13.0% 112,891
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 702-5 694-1 666-1
R3 689-1 680-5 662-4
R2 675-5 675-5 661-2
R1 667-1 667-1 660-0 664-5
PP 662-1 662-1 662-1 660-6
S1 653-5 653-5 657-4 651-1
S2 648-5 648-5 656-2
S3 635-1 640-1 655-0
S4 621-5 626-5 651-3
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% 9-6 1.5% 9% False False 16,042
10 682-4 654-6 27-6 4.2% 7-1 1.1% 14% False False 20,623
20 682-4 606-2 76-2 11.6% 9-5 1.5% 69% False False 20,465
40 792-0 606-2 185-6 28.2% 9-6 1.5% 28% False False 16,422
60 794-4 606-2 188-2 28.6% 8-4 1.3% 28% False False 13,640
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 True
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 727-7
2.618 705-7
1.618 692-3
1.000 684-0
0.618 678-7
HIGH 670-4
0.618 665-3
0.500 663-6
0.382 662-1
LOW 657-0
0.618 648-5
1.000 643-4
1.618 635-1
2.618 621-5
4.250 599-5
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 663-6 669-0
PP 662-1 665-5
S1 660-3 662-1

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

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