CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 660-4 663-2 2-6 0.4% 670-4
High 664-0 663-6 -0-2 0.0% 681-0
Low 660-4 653-0 -7-4 -1.1% 653-0
Close 661-6 654-4 -7-2 -1.1% 654-4
Range 3-4 10-6 7-2 207.1% 28-0
ATR 11-3 11-3 0-0 -0.4% 0-0
Volume 54,309 29,294 -25,015 -46.1% 165,622
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 689-3 682-5 660-3
R3 678-5 671-7 657-4
R2 667-7 667-7 656-4
R1 661-1 661-1 655-4 659-1
PP 657-1 657-1 657-1 656-0
S1 650-3 650-3 653-4 648-3
S2 646-3 646-3 652-4
S3 635-5 639-5 651-4
S4 624-7 628-7 648-5
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 746-7 728-5 669-7
R3 718-7 700-5 662-2
R2 690-7 690-7 659-5
R1 672-5 672-5 657-1 667-6
PP 662-7 662-7 662-7 660-3
S1 644-5 644-5 651-7 639-6
S2 634-7 634-7 649-3
S3 606-7 616-5 646-6
S4 578-7 588-5 639-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 681-0 653-0 28-0 4.3% 8-0 1.2% 5% False True 33,124
10 681-0 650-0 31-0 4.7% 9-1 1.4% 15% False False 25,039
20 681-0 650-0 31-0 4.7% 7-7 1.2% 15% False False 18,975
40 722-4 599-6 122-6 18.8% 9-6 1.5% 45% False False 16,495
60 792-0 599-6 192-2 29.4% 9-6 1.5% 28% False False 13,684
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 0-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 709-4
2.618 691-7
1.618 681-1
1.000 674-4
0.618 670-3
HIGH 663-6
0.618 659-5
0.500 658-3
0.382 657-1
LOW 653-0
0.618 646-3
1.000 642-2
1.618 635-5
2.618 624-7
4.250 607-2
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 658-3 666-6
PP 657-1 662-5
S1 655-6 658-5

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

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