CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 673-4 665-0 -8-4 -1.3% 669-4
High 673-4 672-0 -1-4 -0.2% 673-0
Low 659-0 665-0 6-0 0.9% 655-2
Close 662-0 669-4 7-4 1.1% 673-2
Range 14-4 7-0 -7-4 -51.7% 17-6
ATR 12-4 12-3 -0-1 -1.4% 0-0
Volume 20,756 21,681 925 4.5% 60,246
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 689-7 686-5 673-3
R3 682-7 679-5 671-3
R2 675-7 675-7 670-6
R1 672-5 672-5 670-1 674-2
PP 668-7 668-7 668-7 669-5
S1 665-5 665-5 668-7 667-2
S2 661-7 661-7 668-2
S3 654-7 658-5 667-5
S4 647-7 651-5 665-5
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% 10-5 1.6% 83% False False 16,004
10 676-0 650-0 26-0 3.9% 8-6 1.3% 75% False False 13,911
20 676-0 619-4 56-4 8.4% 9-2 1.4% 88% False False 14,725
40 766-0 599-6 166-2 24.8% 10-0 1.5% 42% False False 13,629
60 792-0 599-6 192-2 28.7% 9-2 1.4% 36% False False 11,191
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 701-6
2.618 690-3
1.618 683-3
1.000 679-0
0.618 676-3
HIGH 672-0
0.618 669-3
0.500 668-4
0.382 667-5
LOW 665-0
0.618 660-5
1.000 658-0
1.618 653-5
2.618 646-5
4.250 635-2
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 669-1 666-7
PP 668-7 664-3
S1 668-4 661-6

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

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