CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 601-0 608-0 7-0 1.2% 614-4
High 605-0 609-2 4-2 0.7% 614-4
Low 595-0 604-6 9-6 1.6% 595-0
Close 597-2 605-4 8-2 1.4% 597-2
Range 10-0 4-4 -5-4 -55.0% 19-4
ATR 11-5 11-5 0-0 0.2% 0-0
Volume 30,979 17,076 -13,903 -44.9% 99,655
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 620-0 617-2 608-0
R3 615-4 612-6 606-6
R2 611-0 611-0 606-3
R1 608-2 608-2 605-7 607-3
PP 606-4 606-4 606-4 606-0
S1 603-6 603-6 605-1 602-7
S2 602-0 602-0 604-5
S3 597-4 599-2 604-2
S4 593-0 594-6 603-0
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 660-6 648-4 608-0
R3 641-2 629-0 602-5
R2 621-6 621-6 600-7
R1 609-4 609-4 599-0 605-7
PP 602-2 602-2 602-2 600-4
S1 590-0 590-0 595-4 586-3
S2 582-6 582-6 593-5
S3 563-2 570-4 591-7
S4 543-6 551-0 586-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 614-4 595-0 19-4 3.2% 5-5 0.9% 54% False False 23,346
10 660-0 595-0 65-0 10.7% 8-5 1.4% 16% False False 25,013
20 681-0 595-0 86-0 14.2% 8-7 1.5% 12% False False 25,026
40 681-0 595-0 86-0 14.2% 9-1 1.5% 12% False False 19,817
60 780-4 595-0 185-4 30.6% 9-5 1.6% 6% False False 16,934
80 792-0 595-0 197-0 32.5% 8-7 1.5% 5% False False 14,061
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 628-3
2.618 621-0
1.618 616-4
1.000 613-6
0.618 612-0
HIGH 609-2
0.618 607-4
0.500 607-0
0.382 606-4
LOW 604-6
0.618 602-0
1.000 600-2
1.618 597-4
2.618 593-0
4.250 585-5
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 607-0 604-3
PP 606-4 603-2
S1 606-0 602-1

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

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