CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 670-4 674-2 3-6 0.6% 658-6
High 672-6 681-0 8-2 1.2% 673-4
Low 670-0 674-2 4-2 0.6% 650-0
Close 672-6 678-2 5-4 0.8% 673-2
Range 2-6 6-6 4-0 145.5% 23-4
ATR 11-2 11-0 -0-2 -1.9% 0-0
Volume 17,303 29,129 11,826 68.3% 84,768
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 698-1 694-7 682-0
R3 691-3 688-1 680-1
R2 684-5 684-5 679-4
R1 681-3 681-3 678-7 683-0
PP 677-7 677-7 677-7 678-5
S1 674-5 674-5 677-5 676-2
S2 671-1 671-1 677-0
S3 664-3 667-7 676-3
S4 657-5 661-1 674-4
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
5 681-0 659-0 22-0 3.2% 7-1 1.1% 88% True False 20,991
10 681-0 650-0 31-0 4.6% 8-3 1.2% 91% True False 16,242
20 681-0 647-0 34-0 5.0% 7-3 1.1% 92% True False 16,198
40 745-4 599-6 145-6 21.5% 9-6 1.4% 54% False False 14,404
60 792-0 599-6 192-2 28.3% 9-3 1.4% 41% False False 11,888
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 0-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 709-6
2.618 698-5
1.618 691-7
1.000 687-6
0.618 685-1
HIGH 681-0
0.618 678-3
0.500 677-5
0.382 676-7
LOW 674-2
0.618 670-1
1.000 667-4
1.618 663-3
2.618 656-5
4.250 645-4
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 678-0 677-1
PP 677-7 675-7
S1 677-5 674-6

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

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