CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 665-0 668-4 3-4 0.5% 658-6
High 672-0 673-2 1-2 0.2% 673-4
Low 665-0 668-4 3-4 0.5% 650-0
Close 669-4 673-2 3-6 0.6% 673-2
Range 7-0 4-6 -2-2 -32.1% 23-4
ATR 12-3 11-7 -0-4 -4.4% 0-0
Volume 21,681 16,088 -5,593 -25.8% 84,768
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 685-7 684-3 675-7
R3 681-1 679-5 674-4
R2 676-3 676-3 674-1
R1 674-7 674-7 673-5 675-5
PP 671-5 671-5 671-5 672-0
S1 670-1 670-1 672-7 670-7
S2 666-7 666-7 672-3
S3 662-1 665-3 672-0
S4 657-3 660-5 670-5
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 736-1 728-1 686-1
R3 712-5 704-5 679-6
R2 689-1 689-1 677-4
R1 681-1 681-1 675-3 685-1
PP 665-5 665-5 665-5 667-4
S1 657-5 657-5 671-1 661-5
S2 642-1 642-1 669-0
S3 618-5 634-1 666-6
S4 595-1 610-5 660-3
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% 10-2 1.5% 99% False False 16,953
10 673-4 650-0 23-4 3.5% 8-1 1.2% 99% False False 14,501
20 676-0 623-4 52-4 7.8% 9-3 1.4% 95% False False 14,798
40 766-0 599-6 166-2 24.7% 10-0 1.5% 44% False False 13,763
60 792-0 599-6 192-2 28.6% 9-2 1.4% 38% False False 11,342
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0-7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 693-4
2.618 685-5
1.618 680-7
1.000 678-0
0.618 676-1
HIGH 673-2
0.618 671-3
0.500 670-7
0.382 670-3
LOW 668-4
0.618 665-5
1.000 663-6
1.618 660-7
2.618 656-1
4.250 648-2
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 672-4 670-7
PP 671-5 668-5
S1 670-7 666-2

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

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