CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 677-6 671-6 -6-0 -0.9% 667-6
High 683-0 682-0 -1-0 -0.1% 678-2
Low 677-6 668-6 -9-0 -1.3% 656-6
Close 681-2 674-0 -7-2 -1.1% 678-2
Range 5-2 13-2 8-0 152.4% 21-4
ATR 11-2 11-3 0-1 1.3% 0-0
Volume 17,836 22,470 4,634 26.0% 90,886
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 714-5 707-5 681-2
R3 701-3 694-3 677-5
R2 688-1 688-1 676-3
R1 681-1 681-1 675-2 684-5
PP 674-7 674-7 674-7 676-6
S1 667-7 667-7 672-6 671-3
S2 661-5 661-5 671-5
S3 648-3 654-5 670-3
S4 635-1 641-3 666-6
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
5 683-0 667-4 15-4 2.3% 7-2 1.1% 42% False False 19,528
10 683-0 656-6 26-2 3.9% 9-3 1.4% 66% False False 17,788
20 683-0 654-6 28-2 4.2% 8-2 1.2% 68% False False 19,205
40 737-0 606-2 130-6 19.4% 9-6 1.5% 52% False False 17,681
60 794-4 606-2 188-2 27.9% 9-3 1.4% 36% False False 15,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 738-2
2.618 716-6
1.618 703-4
1.000 695-2
0.618 690-2
HIGH 682-0
0.618 677-0
0.500 675-3
0.382 673-6
LOW 668-6
0.618 660-4
1.000 655-4
1.618 647-2
2.618 634-0
4.250 612-4
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 675-3 675-7
PP 674-7 675-2
S1 674-4 674-5

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

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