CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 622-6 607-4 -15-2 -2.4% 646-0
High 622-6 608-2 -14-4 -2.3% 656-2
Low 609-2 600-4 -8-6 -1.4% 609-2
Close 618-0 605-0 -13-0 -2.1% 618-0
Range 13-4 7-6 -5-6 -42.6% 47-0
ATR 14-3 14-4 0-2 1.6% 0-0
Volume 125,406 128,193 2,787 2.2% 593,827
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 627-7 624-1 609-2
R3 620-1 616-3 607-1
R2 612-3 612-3 606-3
R1 608-5 608-5 605-6 606-5
PP 604-5 604-5 604-5 603-4
S1 600-7 600-7 604-2 598-7
S2 596-7 596-7 603-5
S3 589-1 593-1 602-7
S4 581-3 585-3 600-6
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 768-7 740-3 643-7
R3 721-7 693-3 630-7
R2 674-7 674-7 626-5
R1 646-3 646-3 622-2 637-1
PP 627-7 627-7 627-7 623-2
S1 599-3 599-3 613-6 590-1
S2 580-7 580-7 609-3
S3 533-7 552-3 605-1
S4 486-7 505-3 592-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656-2 600-4 55-6 9.2% 14-4 2.4% 8% False True 121,643
10 674-0 600-4 73-4 12.1% 12-4 2.1% 6% False True 129,271
20 674-0 600-4 73-4 12.1% 12-0 2.0% 6% False True 93,115
40 677-4 592-4 85-0 14.0% 12-5 2.1% 15% False False 69,495
60 788-0 592-4 195-4 32.3% 13-1 2.2% 6% False False 57,295
80 788-0 592-4 195-4 32.3% 12-4 2.1% 6% False False 48,916
100 788-0 592-4 195-4 32.3% 12-3 2.0% 6% False False 42,412
120 788-0 592-4 195-4 32.3% 12-4 2.1% 6% False False 37,217
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-2
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 641-2
2.618 628-4
1.618 620-6
1.000 616-0
0.618 613-0
HIGH 608-2
0.618 605-2
0.500 604-3
0.382 603-4
LOW 600-4
0.618 595-6
1.000 592-6
1.618 588-0
2.618 580-2
4.250 567-4
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 604-6 623-4
PP 604-5 617-3
S1 604-3 611-1

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

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