CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 650-0 673-4 23-4 3.6% 669-4
High 666-4 673-4 7-0 1.1% 673-0
Low 650-0 659-0 9-0 1.4% 655-2
Close 670-0 662-0 -8-0 -1.2% 673-2
Range 16-4 14-4 -2-0 -12.1% 17-6
ATR 12-3 12-4 0-1 1.2% 0-0
Volume 11,169 20,756 9,587 85.8% 60,246
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 708-3 699-5 670-0
R3 693-7 685-1 666-0
R2 679-3 679-3 664-5
R1 670-5 670-5 663-3 667-6
PP 664-7 664-7 664-7 663-3
S1 656-1 656-1 660-5 653-2
S2 650-3 650-3 659-3
S3 635-7 641-5 658-0
S4 621-3 627-1 654-0
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
5 673-4 650-0 23-4 3.5% 12-5 1.9% 51% True False 13,969
10 676-0 650-0 26-0 3.9% 9-3 1.4% 46% False False 12,977
20 676-0 619-4 56-4 8.5% 9-2 1.4% 75% False False 14,223
40 766-0 599-6 166-2 25.1% 10-1 1.5% 37% False False 13,383
60 792-0 599-6 192-2 29.0% 9-2 1.4% 32% False False 10,917
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 True
Bear Hook False
Bull Hook True
Stretch 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 735-1
2.618 711-4
1.618 697-0
1.000 688-0
0.618 682-4
HIGH 673-4
0.618 668-0
0.500 666-2
0.382 664-4
LOW 659-0
0.618 650-0
1.000 644-4
1.618 635-4
2.618 621-0
4.250 597-3
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 666-2 661-7
PP 664-7 661-7
S1 663-3 661-6

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

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