CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 599-6 614-0 14-2 2.4% 607-4
High 612-2 615-2 3-0 0.5% 608-2
Low 598-4 603-2 4-6 0.8% 587-0
Close 605-4 608-0 2-4 0.4% 590-0
Range 13-6 12-0 -1-6 -12.7% 21-2
ATR 13-7 13-6 -0-1 -1.0% 0-0
Volume 179,178 210,652 31,474 17.6% 524,846
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 644-7 638-3 614-5
R3 632-7 626-3 611-2
R2 620-7 620-7 610-2
R1 614-3 614-3 609-1 611-5
PP 608-7 608-7 608-7 607-4
S1 602-3 602-3 606-7 599-5
S2 596-7 596-7 605-6
S3 584-7 590-3 604-6
S4 572-7 578-3 601-3
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 658-7 645-5 601-6
R3 637-5 624-3 595-7
R2 616-3 616-3 593-7
R1 603-1 603-1 592-0 599-1
PP 595-1 595-1 595-1 593-0
S1 581-7 581-7 588-0 577-7
S2 573-7 573-7 586-1
S3 552-5 560-5 584-1
S4 531-3 539-3 578-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 615-2 587-0 28-2 4.6% 11-0 1.8% 74% True False 154,542
10 656-2 587-0 69-2 11.4% 11-7 1.9% 30% False False 136,692
20 674-0 587-0 87-0 14.3% 11-2 1.9% 24% False False 123,052
40 674-0 587-0 87-0 14.3% 12-1 2.0% 24% False False 85,024
60 776-4 587-0 189-4 31.2% 12-6 2.1% 11% False False 69,455
80 788-0 587-0 201-0 33.1% 12-1 2.0% 10% False False 58,353
100 788-0 587-0 201-0 33.1% 12-2 2.0% 10% False False 50,262
120 788-0 587-0 201-0 33.1% 12-3 2.0% 10% False False 44,169
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 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 666-2
2.618 646-5
1.618 634-5
1.000 627-2
0.618 622-5
HIGH 615-2
0.618 610-5
0.500 609-2
0.382 607-7
LOW 603-2
0.618 595-7
1.000 591-2
1.618 583-7
2.618 571-7
4.250 552-2
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 609-2 607-0
PP 608-7 606-1
S1 608-3 605-1

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

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