CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 674-2 664-0 -10-2 -1.5% 658-6
High 681-0 680-4 -0-4 -0.1% 673-4
Low 674-2 664-0 -10-2 -1.5% 650-0
Close 678-2 671-6 -6-4 -1.0% 673-2
Range 6-6 16-4 9-6 144.4% 23-4
ATR 11-0 11-3 0-3 3.6% 0-0
Volume 29,129 35,587 6,458 22.2% 84,768
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 721-5 713-1 680-7
R3 705-1 696-5 676-2
R2 688-5 688-5 674-6
R1 680-1 680-1 673-2 684-3
PP 672-1 672-1 672-1 674-2
S1 663-5 663-5 670-2 667-7
S2 655-5 655-5 668-6
S3 639-1 647-1 667-2
S4 622-5 630-5 662-5
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
5 681-0 664-0 17-0 2.5% 7-4 1.1% 46% False True 23,957
10 681-0 650-0 31-0 4.6% 10-1 1.5% 70% False False 18,963
20 681-0 647-0 34-0 5.1% 8-1 1.2% 73% False False 16,653
40 741-0 599-6 141-2 21.0% 10-1 1.5% 51% False False 15,072
60 792-0 599-6 192-2 28.6% 9-5 1.4% 37% False False 12,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 750-5
2.618 723-6
1.618 707-2
1.000 697-0
0.618 690-6
HIGH 680-4
0.618 674-2
0.500 672-2
0.382 670-2
LOW 664-0
0.618 653-6
1.000 647-4
1.618 637-2
2.618 620-6
4.250 593-7
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 672-2 672-4
PP 672-1 672-2
S1 671-7 672-0

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

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