CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 646-0 645-4 -0-4 -0.1% 665-0
High 648-2 655-2 7-0 1.1% 674-0
Low 639-2 641-0 1-6 0.3% 645-4
Close 643-2 654-6 11-4 1.8% 647-6
Range 9-0 14-2 5-2 58.3% 28-4
ATR 13-1 13-2 0-1 0.6% 0-0
Volume 113,801 128,497 14,696 12.9% 641,829
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 693-1 688-1 662-5
R3 678-7 673-7 658-5
R2 664-5 664-5 657-3
R1 659-5 659-5 656-0 662-1
PP 650-3 650-3 650-3 651-4
S1 645-3 645-3 653-4 647-7
S2 636-1 636-1 652-1
S3 621-7 631-1 650-7
S4 607-5 616-7 646-7
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
5 668-4 639-2 29-2 4.5% 12-0 1.8% 53% False False 139,907
10 674-0 639-2 34-6 5.3% 10-6 1.6% 45% False False 109,413
20 674-0 639-2 34-6 5.3% 11-5 1.8% 45% False False 80,701
40 706-0 592-4 113-4 17.3% 12-5 1.9% 55% False False 60,574
60 788-0 592-4 195-4 29.9% 13-0 2.0% 32% False False 50,817
80 788-0 592-4 195-4 29.9% 12-1 1.9% 32% False False 43,595
100 788-0 592-4 195-4 29.9% 12-1 1.9% 32% False False 38,245
120 788-0 592-4 195-4 29.9% 12-4 1.9% 32% False False 33,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 715-6
2.618 692-4
1.618 678-2
1.000 669-4
0.618 664-0
HIGH 655-2
0.618 649-6
0.500 648-1
0.382 646-4
LOW 641-0
0.618 632-2
1.000 626-6
1.618 618-0
2.618 603-6
4.250 580-4
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 652-4 652-5
PP 650-3 650-4
S1 648-1 648-3

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

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