CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 676-4 677-6 1-2 0.2% 667-6
High 676-6 683-0 6-2 0.9% 678-2
Low 676-4 677-6 1-2 0.2% 656-6
Close 676-6 681-2 4-4 0.7% 678-2
Range 0-2 5-2 5-0 2,000.0% 21-4
ATR 11-5 11-2 -0-3 -3.3% 0-0
Volume 17,253 17,836 583 3.4% 90,886
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 696-3 694-1 684-1
R3 691-1 688-7 682-6
R2 685-7 685-7 682-2
R1 683-5 683-5 681-6 684-6
PP 680-5 680-5 680-5 681-2
S1 678-3 678-3 680-6 679-4
S2 675-3 675-3 680-2
S3 670-1 673-1 679-6
S4 664-7 667-7 678-3
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
5 683-0 663-2 19-6 2.9% 6-7 1.0% 91% True False 19,015
10 683-0 656-6 26-2 3.9% 9-3 1.4% 93% True False 16,691
20 683-0 654-6 28-2 4.1% 8-1 1.2% 94% True False 19,651
40 749-0 606-2 142-6 21.0% 9-5 1.4% 53% False False 17,418
60 794-4 606-2 188-2 27.6% 9-2 1.4% 40% False False 14,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 705-2
2.618 696-6
1.618 691-4
1.000 688-2
0.618 686-2
HIGH 683-0
0.618 681-0
0.500 680-3
0.382 679-6
LOW 677-6
0.618 674-4
1.000 672-4
1.618 669-2
2.618 664-0
4.250 655-4
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 681-0 679-2
PP 680-5 677-2
S1 680-3 675-2

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

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