CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 669-4 676-4 7-0 1.0% 667-6
High 678-2 676-6 -1-4 -0.2% 678-2
Low 667-4 676-4 9-0 1.3% 656-6
Close 678-2 676-6 -1-4 -0.2% 678-2
Range 10-6 0-2 -10-4 -97.7% 21-4
ATR 12-3 11-5 -0-6 -6.1% 0-0
Volume 19,946 17,253 -2,693 -13.5% 90,886
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 677-3 677-3 676-7
R3 677-1 677-1 676-7
R2 676-7 676-7 676-6
R1 676-7 676-7 676-6 676-7
PP 676-5 676-5 676-5 676-6
S1 676-5 676-5 676-6 676-5
S2 676-3 676-3 676-6
S3 676-1 676-3 676-5
S4 675-7 676-1 676-5
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% 9-2 1.4% 93% False False 18,019
10 678-2 656-6 21-4 3.2% 9-0 1.3% 93% False False 15,925
20 682-4 632-0 50-4 7.5% 9-6 1.4% 89% False False 19,610
40 766-4 606-2 160-2 23.7% 10-1 1.5% 44% False False 17,283
60 794-4 606-2 188-2 27.8% 9-1 1.4% 37% False False 14,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 677-6
2.618 677-3
1.618 677-1
1.000 677-0
0.618 676-7
HIGH 676-6
0.618 676-5
0.500 676-5
0.382 676-5
LOW 676-4
0.618 676-3
1.000 676-2
1.618 676-1
2.618 675-7
4.250 675-4
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 676-6 675-4
PP 676-5 674-1
S1 676-5 672-7

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

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