CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 607-4 606-0 -1-4 -0.2% 646-0
High 608-2 607-0 -1-2 -0.2% 656-2
Low 600-4 601-4 1-0 0.2% 609-2
Close 605-0 605-6 0-6 0.1% 618-0
Range 7-6 5-4 -2-2 -29.0% 47-0
ATR 14-4 13-7 -0-5 -4.4% 0-0
Volume 128,193 114,486 -13,707 -10.7% 593,827
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 621-2 619-0 608-6
R3 615-6 613-4 607-2
R2 610-2 610-2 606-6
R1 608-0 608-0 606-2 606-3
PP 604-6 604-6 604-6 604-0
S1 602-4 602-4 605-2 600-7
S2 599-2 599-2 604-6
S3 593-6 597-0 604-2
S4 588-2 591-4 602-6
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% 12-6 2.1% 9% False False 118,841
10 668-4 600-4 68-0 11.2% 12-3 2.0% 8% False False 129,374
20 674-0 600-4 73-4 12.1% 12-2 2.0% 7% False False 97,189
40 674-0 592-4 81-4 13.5% 12-3 2.0% 16% False False 71,629
60 788-0 592-4 195-4 32.3% 13-1 2.2% 7% False False 58,655
80 788-0 592-4 195-4 32.3% 12-4 2.1% 7% False False 50,129
100 788-0 592-4 195-4 32.3% 12-2 2.0% 7% False False 43,444
120 788-0 592-4 195-4 32.3% 12-4 2.1% 7% False False 38,112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 630-3
2.618 621-3
1.618 615-7
1.000 612-4
0.618 610-3
HIGH 607-0
0.618 604-7
0.500 604-2
0.382 603-5
LOW 601-4
0.618 598-1
1.000 596-0
1.618 592-5
2.618 587-1
4.250 578-1
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 605-2 611-5
PP 604-6 609-5
S1 604-2 607-6

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

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