CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 657-0 668-0 11-0 1.7% 657-0
High 667-6 668-4 0-6 0.1% 668-4
Low 657-0 654-4 -2-4 -0.4% 644-4
Close 665-0 654-6 -10-2 -1.5% 666-2
Range 10-6 14-0 3-2 30.2% 24-0
ATR 13-4 13-4 0-0 0.3% 0-0
Volume 130,049 189,205 59,156 45.5% 316,094
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 701-2 692-0 662-4
R3 687-2 678-0 658-5
R2 673-2 673-2 657-3
R1 664-0 664-0 656-0 661-5
PP 659-2 659-2 659-2 658-0
S1 650-0 650-0 653-4 647-5
S2 645-2 645-2 652-1
S3 631-2 636-0 650-7
S4 617-2 622-0 647-0
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
5 674-0 654-4 19-4 3.0% 10-0 1.5% 1% False True 111,726
10 674-0 644-4 29-4 4.5% 11-4 1.8% 35% False False 86,743
20 674-0 643-0 31-0 4.7% 11-2 1.7% 38% False False 68,123
40 718-0 592-4 125-4 19.2% 12-6 2.0% 50% False False 54,233
60 788-0 592-4 195-4 29.9% 12-6 1.9% 32% False False 45,268
80 788-0 592-4 195-4 29.9% 12-2 1.9% 32% False False 39,431
100 788-0 592-4 195-4 29.9% 12-4 1.9% 32% False False 34,873
120 788-0 592-4 195-4 29.9% 12-4 1.9% 32% False False 30,309
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 728-0
2.618 705-1
1.618 691-1
1.000 682-4
0.618 677-1
HIGH 668-4
0.618 663-1
0.500 661-4
0.382 659-7
LOW 654-4
0.618 645-7
1.000 640-4
1.618 631-7
2.618 617-7
4.250 595-0
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 661-4 664-2
PP 659-2 661-1
S1 657-0 657-7

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

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