CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 666-0 658-6 -7-2 -1.1% 669-4
High 672-6 667-0 -5-6 -0.9% 673-0
Low 666-0 658-6 -7-2 -1.1% 655-2
Close 673-2 665-0 -8-2 -1.2% 673-2
Range 6-6 8-2 1-4 22.2% 17-6
ATR 11-7 12-1 0-1 1.6% 0-0
Volume 11,342 15,074 3,732 32.9% 60,246
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 688-3 684-7 669-4
R3 680-1 676-5 667-2
R2 671-7 671-7 666-4
R1 668-3 668-3 665-6 670-1
PP 663-5 663-5 663-5 664-4
S1 660-1 660-1 664-2 661-7
S2 655-3 655-3 663-4
S3 647-1 651-7 662-6
S4 638-7 643-5 660-4
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 720-3 714-5 683-0
R3 702-5 696-7 678-1
R2 684-7 684-7 676-4
R1 679-1 679-1 674-7 682-0
PP 667-1 667-1 667-1 668-5
S1 661-3 661-3 671-5 664-2
S2 649-3 649-3 670-0
S3 631-5 643-5 668-3
S4 613-7 625-7 663-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 673-0 655-2 17-6 2.7% 7-1 1.1% 55% False False 11,747
10 676-0 652-0 24-0 3.6% 6-6 1.0% 54% False False 12,832
20 676-0 599-6 76-2 11.5% 8-7 1.3% 86% False False 14,166
40 776-0 599-6 176-2 26.5% 9-6 1.5% 37% False False 13,010
60 792-0 599-6 192-2 28.9% 8-6 1.3% 34% False False 10,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 702-0
2.618 688-5
1.618 680-3
1.000 675-2
0.618 672-1
HIGH 667-0
0.618 663-7
0.500 662-7
0.382 661-7
LOW 658-6
0.618 653-5
1.000 650-4
1.618 645-3
2.618 637-1
4.250 623-6
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 664-2 664-7
PP 663-5 664-5
S1 662-7 664-4

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

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