CME Pit-Traded Corn Future March 2012


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 667-0 657-0 -10-0 -1.5% 657-0
High 674-0 667-6 -6-2 -0.9% 668-4
Low 666-4 657-0 -9-4 -1.4% 644-4
Close 671-0 665-0 -6-0 -0.9% 666-2
Range 7-4 10-6 3-2 43.3% 24-0
ATR 13-4 13-4 0-0 0.3% 0-0
Volume 113,451 130,049 16,598 14.6% 316,094
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 695-4 691-0 670-7
R3 684-6 680-2 668-0
R2 674-0 674-0 667-0
R1 669-4 669-4 666-0 671-6
PP 663-2 663-2 663-2 664-3
S1 658-6 658-6 664-0 661-0
S2 652-4 652-4 663-0
S3 641-6 648-0 662-0
S4 631-0 637-2 659-1
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
5 674-0 655-0 19-0 2.9% 8-6 1.3% 53% False False 87,418
10 674-0 644-4 29-4 4.4% 11-5 1.8% 69% False False 73,993
20 674-0 636-4 37-4 5.6% 11-2 1.7% 76% False False 61,464
40 733-4 592-4 141-0 21.2% 12-7 1.9% 51% False False 50,284
60 788-0 592-4 195-4 29.4% 12-5 1.9% 37% False False 42,648
80 788-0 592-4 195-4 29.4% 12-1 1.8% 37% False False 37,317
100 788-0 592-4 195-4 29.4% 12-4 1.9% 37% False False 33,040
120 788-0 592-4 195-4 29.4% 12-4 1.9% 37% False False 28,784
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 False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 713-4
2.618 695-7
1.618 685-1
1.000 678-4
0.618 674-3
HIGH 667-6
0.618 663-5
0.500 662-3
0.382 661-1
LOW 657-0
0.618 650-3
1.000 646-2
1.618 639-5
2.618 628-7
4.250 611-2
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 664-1 665-4
PP 663-2 665-3
S1 662-3 665-1

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

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