CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 652-4 652-4 0-0 0.0% 670-4
High 653-0 660-0 7-0 1.1% 681-0
Low 647-0 649-4 2-4 0.4% 653-0
Close 649-2 660-4 11-2 1.7% 654-4
Range 6-0 10-4 4-4 75.0% 28-0
ATR 11-0 11-0 0-0 -0.2% 0-0
Volume 32,820 27,105 -5,715 -17.4% 165,622
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 688-1 684-7 666-2
R3 677-5 674-3 663-3
R2 667-1 667-1 662-3
R1 663-7 663-7 661-4 665-4
PP 656-5 656-5 656-5 657-4
S1 653-3 653-3 659-4 655-0
S2 646-1 646-1 658-5
S3 635-5 642-7 657-5
S4 625-1 632-3 654-6
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
5 680-4 647-0 33-4 5.1% 9-4 1.4% 40% False False 35,823
10 681-0 647-0 34-0 5.1% 8-2 1.3% 40% False False 28,407
20 681-0 647-0 34-0 5.1% 8-2 1.3% 40% False False 20,594
40 706-0 599-6 106-2 16.1% 9-4 1.4% 57% False False 17,486
60 792-0 599-6 192-2 29.1% 9-7 1.5% 32% False False 14,604
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 0-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 704-5
2.618 687-4
1.618 677-0
1.000 670-4
0.618 666-4
HIGH 660-0
0.618 656-0
0.500 654-6
0.382 653-4
LOW 649-4
0.618 643-0
1.000 639-0
1.618 632-4
2.618 622-0
4.250 604-7
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 658-5 658-6
PP 656-5 657-1
S1 654-6 655-3

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

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