CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 657-0 644-4 -12-4 -1.9% 669-0
High 661-4 667-4 6-0 0.9% 670-0
Low 650-4 644-4 -6-0 -0.9% 648-0
Close 659-0 665-2 6-2 0.9% 667-0
Range 11-0 23-0 12-0 109.1% 22-0
ATR 14-2 14-7 0-5 4.4% 0-0
Volume 66,328 39,760 -26,568 -40.1% 237,116
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 728-1 719-5 677-7
R3 705-1 696-5 671-5
R2 682-1 682-1 669-4
R1 673-5 673-5 667-3 677-7
PP 659-1 659-1 659-1 661-2
S1 650-5 650-5 663-1 654-7
S2 636-1 636-1 661-0
S3 613-1 627-5 658-7
S4 590-1 604-5 652-5
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
5 668-0 644-4 23-4 3.5% 14-4 2.2% 88% False True 51,088
10 674-0 644-4 29-4 4.4% 12-3 1.9% 70% False True 51,990
20 674-0 609-6 64-2 9.7% 12-7 1.9% 86% False False 46,997
40 776-4 592-4 184-0 27.7% 13-4 2.0% 40% False False 42,657
60 788-0 592-4 195-4 29.4% 12-4 1.9% 37% False False 36,787
80 788-0 592-4 195-4 29.4% 12-4 1.9% 37% False False 32,064
100 788-0 592-4 195-4 29.4% 12-5 1.9% 37% False False 28,392
120 788-0 592-4 195-4 29.4% 12-5 1.9% 37% False False 24,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 765-2
2.618 727-6
1.618 704-6
1.000 690-4
0.618 681-6
HIGH 667-4
0.618 658-6
0.500 656-0
0.382 653-2
LOW 644-4
0.618 630-2
1.000 621-4
1.618 607-2
2.618 584-2
4.250 546-6
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 662-1 662-2
PP 659-1 659-2
S1 656-0 656-2

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

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