CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 667-4 660-0 -7-4 -1.1% 669-0
High 668-4 667-0 -1-4 -0.2% 670-0
Low 653-4 659-4 6-0 0.9% 648-0
Close 656-0 663-6 7-6 1.2% 667-0
Range 15-0 7-4 -7-4 -50.0% 22-0
ATR 14-7 14-5 -0-2 -1.9% 0-0
Volume 87,552 67,664 -19,888 -22.7% 237,116
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 685-7 682-3 667-7
R3 678-3 674-7 665-6
R2 670-7 670-7 665-1
R1 667-3 667-3 664-4 669-1
PP 663-3 663-3 663-3 664-2
S1 659-7 659-7 663-0 661-5
S2 655-7 655-7 662-3
S3 648-3 652-3 661-6
S4 640-7 644-7 659-5
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 727-5 719-3 679-1
R3 705-5 697-3 673-0
R2 683-5 683-5 671-0
R1 675-3 675-3 669-0 668-4
PP 661-5 661-5 661-5 658-2
S1 653-3 653-3 665-0 646-4
S2 639-5 639-5 663-0
S3 617-5 631-3 661-0
S4 595-5 609-3 654-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 668-4 644-4 24-0 3.6% 13-0 2.0% 80% False False 61,760
10 674-0 644-4 29-4 4.4% 12-4 1.9% 65% False False 54,356
20 674-0 610-4 63-4 9.6% 13-0 2.0% 84% False False 50,565
40 760-0 592-4 167-4 25.2% 13-2 2.0% 43% False False 45,368
60 788-0 592-4 195-4 29.5% 12-5 1.9% 36% False False 38,347
80 788-0 592-4 195-4 29.5% 12-3 1.9% 36% False False 33,500
100 788-0 592-4 195-4 29.5% 12-5 1.9% 36% False False 29,798
120 788-0 592-4 195-4 29.5% 12-5 1.9% 36% False False 25,872
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 698-7
2.618 686-5
1.618 679-1
1.000 674-4
0.618 671-5
HIGH 667-0
0.618 664-1
0.500 663-2
0.382 662-3
LOW 659-4
0.618 654-7
1.000 652-0
1.618 647-3
2.618 639-7
4.250 627-5
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 663-5 661-3
PP 663-3 658-7
S1 663-2 656-4

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

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