CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 670-2 669-4 -0-6 -0.1% 659-4
High 670-4 675-0 4-4 0.7% 682-4
Low 657-0 662-0 5-0 0.8% 654-6
Close 658-6 671-6 13-0 2.0% 670-0
Range 13-4 13-0 -0-4 -3.7% 27-6
ATR 12-2 12-4 0-2 2.3% 0-0
Volume 11,505 16,471 4,966 43.2% 112,891
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 708-5 703-1 678-7
R3 695-5 690-1 675-3
R2 682-5 682-5 674-1
R1 677-1 677-1 673-0 679-7
PP 669-5 669-5 669-5 671-0
S1 664-1 664-1 670-4 666-7
S2 656-5 656-5 669-3
S3 643-5 651-1 668-1
S4 630-5 638-1 664-5
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
5 682-4 657-0 25-4 3.8% 10-0 1.5% 58% False False 16,245
10 682-4 654-6 27-6 4.1% 8-3 1.3% 61% False False 19,779
20 682-4 606-2 76-2 11.4% 10-0 1.5% 86% False False 20,202
40 784-0 606-2 177-6 26.5% 10-0 1.5% 37% False False 16,579
60 794-4 606-2 188-2 28.0% 8-6 1.3% 35% False False 13,711
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 730-2
2.618 709-0
1.618 696-0
1.000 688-0
0.618 683-0
HIGH 675-0
0.618 670-0
0.500 668-4
0.382 667-0
LOW 662-0
0.618 654-0
1.000 649-0
1.618 641-0
2.618 628-0
4.250 606-6
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 670-5 669-7
PP 669-5 667-7
S1 668-4 666-0

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

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