CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 658-4 665-0 6-4 1.0% 657-0
High 667-0 666-0 -1-0 -0.1% 668-4
Low 655-0 660-0 5-0 0.8% 644-4
Close 666-2 665-2 -1-0 -0.2% 666-2
Range 12-0 6-0 -6-0 -50.0% 24-0
ATR 14-3 13-7 -0-5 -4.0% 0-0
Volume 54,790 71,139 16,349 29.8% 316,094
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 681-6 679-4 668-4
R3 675-6 673-4 666-7
R2 669-6 669-6 666-3
R1 667-4 667-4 665-6 668-5
PP 663-6 663-6 663-6 664-2
S1 661-4 661-4 664-6 662-5
S2 657-6 657-6 664-1
S3 651-6 655-4 663-5
S4 645-6 649-4 662-0
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 731-6 723-0 679-4
R3 707-6 699-0 672-7
R2 683-6 683-6 670-5
R1 675-0 675-0 668-4 679-3
PP 659-6 659-6 659-6 662-0
S1 651-0 651-0 664-0 655-3
S2 635-6 635-6 661-7
S3 611-6 627-0 659-5
S4 587-6 603-0 653-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 668-4 644-4 24-0 3.6% 12-6 1.9% 86% False False 64,181
10 668-4 644-4 24-0 3.6% 11-4 1.7% 86% False False 56,959
20 674-0 620-0 54-0 8.1% 12-7 1.9% 84% False False 54,107
40 754-0 592-4 161-4 24.3% 13-1 2.0% 45% False False 46,311
60 788-0 592-4 195-4 29.4% 12-5 1.9% 37% False False 39,316
80 788-0 592-4 195-4 29.4% 12-2 1.8% 37% False False 34,634
100 788-0 592-4 195-4 29.4% 12-4 1.9% 37% False False 30,786
120 788-0 592-4 195-4 29.4% 12-4 1.9% 37% False False 26,831
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 691-4
2.618 681-6
1.618 675-6
1.000 672-0
0.618 669-6
HIGH 666-0
0.618 663-6
0.500 663-0
0.382 662-2
LOW 660-0
0.618 656-2
1.000 654-0
1.618 650-2
2.618 644-2
4.250 634-4
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 664-4 663-7
PP 663-6 662-3
S1 663-0 661-0

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

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