CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 664-0 660-4 -3-4 -0.5% 658-6
High 680-4 664-0 -16-4 -2.4% 673-4
Low 664-0 660-4 -3-4 -0.5% 650-0
Close 671-6 661-6 -10-0 -1.5% 673-2
Range 16-4 3-4 -13-0 -78.8% 23-4
ATR 11-3 11-3 0-0 -0.1% 0-0
Volume 35,587 54,309 18,722 52.6% 84,768
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 672-5 670-5 663-5
R3 669-1 667-1 662-6
R2 665-5 665-5 662-3
R1 663-5 663-5 662-1 664-5
PP 662-1 662-1 662-1 662-4
S1 660-1 660-1 661-3 661-1
S2 658-5 658-5 661-1
S3 655-1 656-5 660-6
S4 651-5 653-1 659-7
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
5 681-0 660-4 20-4 3.1% 6-7 1.0% 6% False True 30,483
10 681-0 650-0 31-0 4.7% 8-6 1.3% 38% False False 23,243
20 681-0 650-0 31-0 4.7% 7-6 1.2% 38% False False 18,264
40 726-0 599-6 126-2 19.1% 9-6 1.5% 49% False False 16,092
60 792-0 599-6 192-2 29.1% 9-5 1.5% 32% False False 13,265
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 False
Bear Hook False
Bull Hook False
Stretch 0-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 678-7
2.618 673-1
1.618 669-5
1.000 667-4
0.618 666-1
HIGH 664-0
0.618 662-5
0.500 662-2
0.382 661-7
LOW 660-4
0.618 658-3
1.000 657-0
1.618 654-7
2.618 651-3
4.250 645-5
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 662-2 670-6
PP 662-1 667-6
S1 661-7 664-6

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

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