CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 659-0 647-4 -11-4 -1.7% 653-4
High 660-0 648-0 -12-0 -1.8% 665-0
Low 645-0 636-4 -8-4 -1.3% 636-4
Close 645-4 638-4 -7-0 -1.1% 638-4
Range 15-0 11-4 -3-4 -23.3% 28-4
ATR 15-4 15-2 -0-2 -1.9% 0-0
Volume 237,044 188,468 -48,576 -20.5% 1,188,716
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 675-4 668-4 644-7
R3 664-0 657-0 641-5
R2 652-4 652-4 640-5
R1 645-4 645-4 639-4 643-2
PP 641-0 641-0 641-0 639-7
S1 634-0 634-0 637-4 631-6
S2 629-4 629-4 636-3
S3 618-0 622-4 635-3
S4 606-4 611-0 632-1
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 732-1 713-7 654-1
R3 703-5 685-3 646-3
R2 675-1 675-1 643-6
R1 656-7 656-7 641-1 651-6
PP 646-5 646-5 646-5 644-1
S1 628-3 628-3 635-7 623-2
S2 618-1 618-1 633-2
S3 589-5 599-7 630-5
S4 561-1 571-3 622-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665-0 636-4 28-4 4.5% 12-1 1.9% 7% False True 237,743
10 665-0 632-0 33-0 5.2% 13-6 2.2% 20% False False 201,942
20 665-0 632-0 33-0 5.2% 13-5 2.1% 20% False False 178,665
40 703-0 577-0 126-0 19.7% 14-6 2.3% 49% False False 179,061
60 777-0 577-0 200-0 31.3% 14-7 2.3% 31% False False 175,018
80 777-0 577-0 200-0 31.3% 14-4 2.3% 31% False False 173,353
100 777-0 576-0 201-0 31.5% 15-0 2.4% 31% False False 169,066
120 777-0 576-0 201-0 31.5% 14-6 2.3% 31% False False 155,040
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 False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 696-7
2.618 678-1
1.618 666-5
1.000 659-4
0.618 655-1
HIGH 648-0
0.618 643-5
0.500 642-2
0.382 640-7
LOW 636-4
0.618 629-3
1.000 625-0
1.618 617-7
2.618 606-3
4.250 587-5
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 642-2 650-6
PP 641-0 646-5
S1 639-6 642-5

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

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