CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 658-6 650-0 -8-6 -1.3% 669-4
High 667-0 666-4 -0-4 -0.1% 673-0
Low 658-6 650-0 -8-6 -1.3% 655-2
Close 665-0 670-0 5-0 0.8% 673-2
Range 8-2 16-4 8-2 100.0% 17-6
ATR 12-1 12-3 0-3 2.6% 0-0
Volume 15,074 11,169 -3,905 -25.9% 60,246
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 711-5 707-3 679-1
R3 695-1 690-7 674-4
R2 678-5 678-5 673-0
R1 674-3 674-3 671-4 676-4
PP 662-1 662-1 662-1 663-2
S1 657-7 657-7 668-4 660-0
S2 645-5 645-5 667-0
S3 629-1 641-3 665-4
S4 612-5 624-7 660-7
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 720-3 714-5 683-0
R3 702-5 696-7 678-1
R2 684-7 684-7 676-4
R1 679-1 679-1 674-7 682-0
PP 667-1 667-1 667-1 668-5
S1 661-3 661-3 671-5 664-2
S2 649-3 649-3 670-0
S3 631-5 643-5 668-3
S4 613-7 625-7 663-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 673-0 650-0 23-0 3.4% 9-6 1.4% 87% False True 11,493
10 676-0 650-0 26-0 3.9% 8-3 1.2% 77% False True 12,781
20 676-0 617-4 58-4 8.7% 9-1 1.4% 90% False False 13,868
40 770-0 599-6 170-2 25.4% 9-7 1.5% 41% False False 13,073
60 792-0 599-6 192-2 28.7% 9-0 1.3% 37% False False 10,666
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 736-5
2.618 709-6
1.618 693-2
1.000 683-0
0.618 676-6
HIGH 666-4
0.618 660-2
0.500 658-2
0.382 656-2
LOW 650-0
0.618 639-6
1.000 633-4
1.618 623-2
2.618 606-6
4.250 579-7
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 666-1 667-1
PP 662-1 664-2
S1 658-2 661-3

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

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