CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 669-6 669-4 -0-2 0.0% 667-6
High 676-0 678-2 2-2 0.3% 678-2
Low 669-4 667-4 -2-0 -0.3% 656-6
Close 675-2 678-2 3-0 0.4% 678-2
Range 6-4 10-6 4-2 65.4% 21-4
ATR 12-4 12-3 -0-1 -1.0% 0-0
Volume 20,135 19,946 -189 -0.9% 90,886
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 706-7 703-3 684-1
R3 696-1 692-5 681-2
R2 685-3 685-3 680-2
R1 681-7 681-7 679-2 683-5
PP 674-5 674-5 674-5 675-4
S1 671-1 671-1 677-2 672-7
S2 663-7 663-7 676-2
S3 653-1 660-3 675-2
S4 642-3 649-5 672-3
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 735-5 728-3 690-1
R3 714-1 706-7 684-1
R2 692-5 692-5 682-2
R1 685-3 685-3 680-2 689-0
PP 671-1 671-1 671-1 672-7
S1 663-7 663-7 676-2 667-4
S2 649-5 649-5 674-2
S3 628-1 642-3 672-3
S4 606-5 620-7 666-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 678-2 656-6 21-4 3.2% 10-6 1.6% 100% True False 18,177
10 681-0 656-6 24-2 3.6% 10-0 1.5% 89% False False 16,906
20 682-4 629-0 53-4 7.9% 10-2 1.5% 92% False False 19,157
40 768-6 606-2 162-4 24.0% 10-1 1.5% 44% False False 17,148
60 794-4 606-2 188-2 27.8% 9-3 1.4% 38% False False 14,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 724-0
2.618 706-3
1.618 695-5
1.000 689-0
0.618 684-7
HIGH 678-2
0.618 674-1
0.500 672-7
0.382 671-5
LOW 667-4
0.618 660-7
1.000 656-6
1.618 650-1
2.618 639-3
4.250 621-6
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 676-4 675-6
PP 674-5 673-2
S1 672-7 670-6

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

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