CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 656-6 674-6 18-0 2.7% 680-6
High 673-4 675-0 1-4 0.2% 681-0
Low 656-6 663-2 6-4 1.0% 657-0
Close 673-4 666-0 -7-4 -1.1% 677-2
Range 16-6 11-6 -5-0 -29.9% 24-0
ATR 12-6 12-5 -0-1 -0.6% 0-0
Volume 12,858 19,905 7,047 54.8% 78,178
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 703-3 696-3 672-4
R3 691-5 684-5 669-2
R2 679-7 679-7 668-1
R1 672-7 672-7 667-1 670-4
PP 668-1 668-1 668-1 666-7
S1 661-1 661-1 664-7 658-6
S2 656-3 656-3 663-7
S3 644-5 649-3 662-6
S4 632-7 637-5 659-4
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
5 676-4 656-6 19-6 3.0% 11-4 1.7% 47% False False 16,048
10 682-4 656-4 26-0 3.9% 10-5 1.6% 37% False False 16,045
20 682-4 622-0 60-4 9.1% 10-0 1.5% 73% False False 18,867
40 768-6 606-2 162-4 24.4% 10-1 1.5% 37% False False 16,958
60 794-4 606-2 188-2 28.3% 9-2 1.4% 32% False False 14,317
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 True
Bear Hook False
Bull Hook True
Stretch 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 725-0
2.618 705-6
1.618 694-0
1.000 686-6
0.618 682-2
HIGH 675-0
0.618 670-4
0.500 669-1
0.382 667-6
LOW 663-2
0.618 656-0
1.000 651-4
1.618 644-2
2.618 632-4
4.250 613-2
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 669-1 666-0
PP 668-1 665-7
S1 667-0 665-7

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

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