CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 645-4 650-0 4-4 0.7% 665-0
High 655-2 656-2 1-0 0.2% 674-0
Low 641-0 647-0 6-0 0.9% 645-4
Close 654-6 652-0 -2-6 -0.4% 647-6
Range 14-2 9-2 -5-0 -35.1% 28-4
ATR 13-2 12-7 -0-2 -2.1% 0-0
Volume 128,497 117,239 -11,258 -8.8% 641,829
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 679-4 675-0 657-1
R3 670-2 665-6 654-4
R2 661-0 661-0 653-6
R1 656-4 656-4 652-7 658-6
PP 651-6 651-6 651-6 652-7
S1 647-2 647-2 651-1 649-4
S2 642-4 642-4 650-2
S3 633-2 638-0 649-4
S4 624-0 628-6 646-7
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% 11-6 1.8% 44% False False 137,345
10 674-0 639-2 34-6 5.3% 10-2 1.6% 37% False False 112,382
20 674-0 639-2 34-6 5.3% 11-5 1.8% 37% False False 82,573
40 683-4 592-4 91-0 14.0% 12-5 1.9% 65% False False 62,711
60 788-0 592-4 195-4 30.0% 13-1 2.0% 30% False False 52,521
80 788-0 592-4 195-4 30.0% 12-2 1.9% 30% False False 44,933
100 788-0 592-4 195-4 30.0% 12-2 1.9% 30% False False 39,240
120 788-0 592-4 195-4 30.0% 12-3 1.9% 30% False False 34,287
Crabel Price Patterns
NR True
NR4 False
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 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 695-4
2.618 680-4
1.618 671-2
1.000 665-4
0.618 662-0
HIGH 656-2
0.618 652-6
0.500 651-5
0.382 650-4
LOW 647-0
0.618 641-2
1.000 637-6
1.618 632-0
2.618 622-6
4.250 607-6
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 651-7 650-5
PP 651-6 649-1
S1 651-5 647-6

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

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