CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 674-6 669-6 -5-0 -0.7% 680-6
High 675-0 676-0 1-0 0.1% 681-0
Low 663-2 669-4 6-2 0.9% 657-0
Close 666-0 675-2 9-2 1.4% 677-2
Range 11-6 6-4 -5-2 -44.7% 24-0
ATR 12-5 12-4 -0-2 -1.5% 0-0
Volume 19,905 20,135 230 1.2% 78,178
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 693-1 690-5 678-7
R3 686-5 684-1 677-0
R2 680-1 680-1 676-4
R1 677-5 677-5 675-7 678-7
PP 673-5 673-5 673-5 674-2
S1 671-1 671-1 674-5 672-3
S2 667-1 667-1 674-0
S3 660-5 664-5 673-4
S4 654-1 658-1 671-5
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
5 676-4 656-6 19-6 2.9% 10-2 1.5% 94% False False 16,781
10 682-4 656-6 25-6 3.8% 10-1 1.5% 72% False False 16,513
20 682-4 622-0 60-4 9.0% 9-7 1.5% 88% False False 19,001
40 768-6 606-2 162-4 24.1% 10-0 1.5% 42% False False 17,048
60 794-4 606-2 188-2 27.9% 9-2 1.4% 37% False False 14,561
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 True
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 703-5
2.618 693-0
1.618 686-4
1.000 682-4
0.618 680-0
HIGH 676-0
0.618 673-4
0.500 672-6
0.382 672-0
LOW 669-4
0.618 665-4
1.000 663-0
1.618 659-0
2.618 652-4
4.250 641-7
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 674-3 672-2
PP 673-5 669-3
S1 672-6 666-3

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

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