CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 655-4 650-0 -5-4 -0.8% 645-4
High 664-0 665-0 1-0 0.2% 659-0
Low 655-0 647-0 -8-0 -1.2% 632-0
Close 660-4 656-0 -4-4 -0.7% 655-6
Range 9-0 18-0 9-0 100.0% 27-0
ATR 15-3 15-5 0-1 1.2% 0-0
Volume 232,234 330,265 98,031 42.2% 830,713
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 710-0 701-0 665-7
R3 692-0 683-0 661-0
R2 674-0 674-0 659-2
R1 665-0 665-0 657-5 669-4
PP 656-0 656-0 656-0 658-2
S1 647-0 647-0 654-3 651-4
S2 638-0 638-0 652-6
S3 620-0 629-0 651-0
S4 602-0 611-0 646-1
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 729-7 719-7 670-5
R3 702-7 692-7 663-1
R2 675-7 675-7 660-6
R1 665-7 665-7 658-2 670-7
PP 648-7 648-7 648-7 651-4
S1 638-7 638-7 653-2 643-7
S2 621-7 621-7 650-6
S3 594-7 611-7 648-3
S4 567-7 584-7 640-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665-0 644-4 20-4 3.1% 11-1 1.7% 56% True False 213,025
10 665-0 632-0 33-0 5.0% 13-6 2.1% 73% True False 191,084
20 665-0 622-4 42-4 6.5% 13-7 2.1% 79% True False 174,563
40 720-4 577-0 143-4 21.9% 15-0 2.3% 55% False False 177,727
60 777-0 577-0 200-0 30.5% 14-6 2.3% 40% False False 172,876
80 777-0 577-0 200-0 30.5% 14-5 2.2% 40% False False 171,958
100 777-0 576-0 201-0 30.6% 15-1 2.3% 40% False False 166,792
120 777-0 576-0 201-0 30.6% 14-7 2.3% 40% False False 152,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 741-4
2.618 712-1
1.618 694-1
1.000 683-0
0.618 676-1
HIGH 665-0
0.618 658-1
0.500 656-0
0.382 653-7
LOW 647-0
0.618 635-7
1.000 629-0
1.618 617-7
2.618 599-7
4.250 570-4
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 656-0 656-0
PP 656-0 656-0
S1 656-0 656-0

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

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