CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 657-0 646-0 -11-0 -1.7% 665-0
High 657-4 648-2 -9-2 -1.4% 674-0
Low 645-4 639-2 -6-2 -1.0% 645-4
Close 647-6 643-2 -4-4 -0.7% 647-6
Range 12-0 9-0 -3-0 -25.0% 28-4
ATR 13-3 13-1 -0-3 -2.4% 0-0
Volume 137,985 113,801 -24,184 -17.5% 641,829
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 670-5 665-7 648-2
R3 661-5 656-7 645-6
R2 652-5 652-5 644-7
R1 647-7 647-7 644-1 645-6
PP 643-5 643-5 643-5 642-4
S1 638-7 638-7 642-3 636-6
S2 634-5 634-5 641-5
S3 625-5 629-7 640-6
S4 616-5 620-7 638-2
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 741-2 723-0 663-3
R3 712-6 694-4 655-5
R2 684-2 684-2 653-0
R1 666-0 666-0 650-3 660-7
PP 655-6 655-6 655-6 653-2
S1 637-4 637-4 645-1 632-3
S2 627-2 627-2 642-4
S3 598-6 609-0 639-7
S4 570-2 580-4 632-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 674-0 639-2 34-6 5.4% 10-5 1.7% 12% False True 136,898
10 674-0 639-2 34-6 5.4% 11-5 1.8% 12% False True 100,539
20 674-0 639-2 34-6 5.4% 11-4 1.8% 12% False True 76,230
40 714-4 592-4 122-0 19.0% 12-5 2.0% 42% False False 58,596
60 788-0 592-4 195-4 30.4% 12-7 2.0% 26% False False 48,908
80 788-0 592-4 195-4 30.4% 12-1 1.9% 26% False False 42,135
100 788-0 592-4 195-4 30.4% 12-2 1.9% 26% False False 37,134
120 788-0 592-4 195-4 30.4% 12-3 1.9% 26% False False 32,321
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 1-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 686-4
2.618 671-6
1.618 662-6
1.000 657-2
0.618 653-6
HIGH 648-2
0.618 644-6
0.500 643-6
0.382 642-6
LOW 639-2
0.618 633-6
1.000 630-2
1.618 624-6
2.618 615-6
4.250 601-0
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 643-6 653-7
PP 643-5 650-3
S1 643-3 646-6

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

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