CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 614-4 612-0 -2-4 -0.4% 652-4
High 614-4 612-4 -2-0 -0.3% 660-0
Low 610-0 609-0 -1-0 -0.2% 616-6
Close 611-4 612-2 0-6 0.1% 624-4
Range 4-4 3-4 -1-0 -22.2% 43-2
ATR 12-3 11-6 -0-5 -5.1% 0-0
Volume 25,154 24,981 -173 -0.7% 133,407
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 621-6 620-4 614-1
R3 618-2 617-0 613-2
R2 614-6 614-6 612-7
R1 613-4 613-4 612-5 614-1
PP 611-2 611-2 611-2 611-4
S1 610-0 610-0 611-7 610-5
S2 607-6 607-6 611-5
S3 604-2 606-4 611-2
S4 600-6 603-0 610-3
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
5 660-0 609-0 51-0 8.3% 10-0 1.6% 6% False True 24,723
10 680-4 609-0 71-4 11.7% 9-6 1.6% 5% False True 30,273
20 681-0 609-0 72-0 11.8% 9-0 1.5% 5% False True 23,257
40 681-0 599-6 81-2 13.3% 9-5 1.6% 15% False False 19,229
60 792-0 599-6 192-2 31.4% 9-7 1.6% 7% False False 16,137
80 792-0 599-6 192-2 31.4% 9-0 1.5% 7% False False 13,452
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 8 trading days
Fibonacci Retracements and Extensions
4.250 627-3
2.618 621-5
1.618 618-1
1.000 616-0
0.618 614-5
HIGH 612-4
0.618 611-1
0.500 610-6
0.382 610-3
LOW 609-0
0.618 606-7
1.000 605-4
1.618 603-3
2.618 599-7
4.250 594-1
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 611-6 619-2
PP 611-2 616-7
S1 610-6 614-5

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

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