CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 612-0 599-2 -12-6 -2.1% 652-4
High 612-4 604-6 -7-6 -1.3% 660-0
Low 609-0 599-2 -9-6 -1.6% 616-6
Close 612-2 602-4 -9-6 -1.6% 624-4
Range 3-4 5-4 2-0 57.1% 43-2
ATR 11-6 11-6 0-1 0.8% 0-0
Volume 24,981 18,541 -6,440 -25.8% 133,407
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 618-5 616-1 605-4
R3 613-1 610-5 604-0
R2 607-5 607-5 603-4
R1 605-1 605-1 603-0 606-3
PP 602-1 602-1 602-1 602-6
S1 599-5 599-5 602-0 600-7
S2 596-5 596-5 601-4
S3 591-1 594-1 601-0
S4 585-5 588-5 599-4
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
5 651-2 599-2 52-0 8.6% 10-0 1.7% 6% False True 24,191
10 664-0 599-2 64-6 10.7% 8-5 1.4% 5% False True 28,568
20 681-0 599-2 81-6 13.6% 9-3 1.5% 4% False True 23,766
40 681-0 599-2 81-6 13.6% 9-2 1.5% 4% False True 19,374
60 789-4 599-2 190-2 31.6% 9-6 1.6% 2% False True 16,348
80 792-0 599-2 192-6 32.0% 8-6 1.4% 2% False True 13,649
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 3 trading days
Fibonacci Retracements and Extensions
4.250 628-1
2.618 619-1
1.618 613-5
1.000 610-2
0.618 608-1
HIGH 604-6
0.618 602-5
0.500 602-0
0.382 601-3
LOW 599-2
0.618 595-7
1.000 593-6
1.618 590-3
2.618 584-7
4.250 575-7
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 602-3 606-7
PP 602-1 605-3
S1 602-0 604-0

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

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