CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 629-4 614-4 -15-0 -2.4% 652-4
High 629-4 614-4 -15-0 -2.4% 660-0
Low 616-6 610-0 -6-6 -1.1% 616-6
Close 624-4 611-4 -13-0 -2.1% 624-4
Range 12-6 4-4 -8-2 -64.7% 43-2
ATR 12-1 12-3 0-1 1.4% 0-0
Volume 26,079 25,154 -925 -3.5% 133,407
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 625-4 623-0 614-0
R3 621-0 618-4 612-6
R2 616-4 616-4 612-3
R1 614-0 614-0 611-7 613-0
PP 612-0 612-0 612-0 611-4
S1 609-4 609-4 611-1 608-4
S2 607-4 607-4 610-5
S3 603-0 605-0 610-2
S4 598-4 600-4 609-0
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 763-4 737-2 648-2
R3 720-2 694-0 636-3
R2 677-0 677-0 632-3
R1 650-6 650-6 628-4 642-2
PP 633-6 633-6 633-6 629-4
S1 607-4 607-4 620-4 599-0
S2 590-4 590-4 616-5
S3 547-2 564-2 612-5
S4 504-0 521-0 600-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 660-0 610-0 50-0 8.2% 11-3 1.9% 3% False True 25,148
10 681-0 610-0 71-0 11.6% 10-0 1.6% 2% False True 30,688
20 681-0 610-0 71-0 11.6% 9-1 1.5% 2% False True 22,630
40 684-4 599-6 84-6 13.9% 9-7 1.6% 14% False False 18,860
60 792-0 599-6 192-2 31.4% 10-0 1.6% 6% False False 15,850
80 792-0 599-6 192-2 31.4% 9-1 1.5% 6% False False 13,194
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 633-5
2.618 626-2
1.618 621-6
1.000 619-0
0.618 617-2
HIGH 614-4
0.618 612-6
0.500 612-2
0.382 611-6
LOW 610-0
0.618 607-2
1.000 605-4
1.618 602-6
2.618 598-2
4.250 590-7
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 612-2 630-5
PP 612-0 624-2
S1 611-6 617-7

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

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