CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 668-4 667-6 -0-6 -0.1% 680-6
High 676-4 670-0 -6-4 -1.0% 681-0
Low 668-4 662-0 -6-4 -1.0% 657-0
Close 677-2 669-0 -8-2 -1.2% 677-2
Range 8-0 8-0 0-0 0.0% 24-0
ATR 12-2 12-3 0-2 1.8% 0-0
Volume 12,965 18,042 5,077 39.2% 78,178
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 691-0 688-0 673-3
R3 683-0 680-0 671-2
R2 675-0 675-0 670-4
R1 672-0 672-0 669-6 673-4
PP 667-0 667-0 667-0 667-6
S1 664-0 664-0 668-2 665-4
S2 659-0 659-0 667-4
S3 651-0 656-0 666-6
S4 643-0 648-0 664-5
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 743-6 734-4 690-4
R3 719-6 710-4 683-7
R2 695-6 695-6 681-5
R1 686-4 686-4 679-4 679-1
PP 671-6 671-6 671-6 668-0
S1 662-4 662-4 675-0 655-1
S2 647-6 647-6 672-7
S3 623-6 638-4 670-5
S4 599-6 614-4 664-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 676-4 657-0 19-4 2.9% 8-6 1.3% 62% False False 13,832
10 682-4 654-6 27-6 4.1% 9-4 1.4% 51% False False 17,816
20 682-4 607-0 75-4 11.3% 9-4 1.4% 82% False False 19,412
40 780-0 606-2 173-6 26.0% 9-4 1.4% 36% False False 16,711
60 794-4 606-2 188-2 28.1% 8-7 1.3% 33% False False 14,008
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 1-1
Fibonacci Retracements and Extensions
4.250 704-0
2.618 691-0
1.618 683-0
1.000 678-0
0.618 675-0
HIGH 670-0
0.618 667-0
0.500 666-0
0.382 665-0
LOW 662-0
0.618 657-0
1.000 654-0
1.618 649-0
2.618 641-0
4.250 628-0
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 668-0 669-2
PP 667-0 669-1
S1 666-0 669-1

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

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