CME Pit-Traded Corn Future March 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 659-4 657-0 -2-4 -0.4% 669-0
High 668-0 661-4 -6-4 -1.0% 670-0
Low 659-4 650-4 -9-0 -1.4% 648-0
Close 667-0 659-0 -8-0 -1.2% 667-0
Range 8-4 11-0 2-4 29.4% 22-0
ATR 14-1 14-2 0-1 1.2% 0-0
Volume 47,500 66,328 18,828 39.6% 237,116
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 690-0 685-4 665-0
R3 679-0 674-4 662-0
R2 668-0 668-0 661-0
R1 663-4 663-4 660-0 665-6
PP 657-0 657-0 657-0 658-1
S1 652-4 652-4 658-0 654-6
S2 646-0 646-0 657-0
S3 635-0 641-4 656-0
S4 624-0 630-4 653-0
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
5 668-0 648-0 20-0 3.0% 10-2 1.6% 55% False False 49,738
10 674-0 643-0 31-0 4.7% 11-2 1.7% 52% False False 51,921
20 674-0 594-4 79-4 12.1% 12-2 1.9% 81% False False 47,871
40 776-4 592-4 184-0 27.9% 13-2 2.0% 36% False False 42,503
60 788-0 592-4 195-4 29.7% 12-2 1.9% 34% False False 36,631
80 788-0 592-4 195-4 29.7% 12-2 1.9% 34% False False 31,746
100 788-0 592-4 195-4 29.7% 12-4 1.9% 34% False False 28,176
120 788-0 592-4 195-4 29.7% 12-4 1.9% 34% False False 24,364
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 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 708-2
2.618 690-2
1.618 679-2
1.000 672-4
0.618 668-2
HIGH 661-4
0.618 657-2
0.500 656-0
0.382 654-6
LOW 650-4
0.618 643-6
1.000 639-4
1.618 632-6
2.618 621-6
4.250 603-6
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 658-0 659-2
PP 657-0 659-1
S1 656-0 659-1

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

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