CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 671-6 677-6 6-0 0.9% 667-6
High 682-0 677-6 -4-2 -0.6% 678-2
Low 668-6 664-0 -4-6 -0.7% 656-6
Close 674-0 663-4 -10-4 -1.6% 678-2
Range 13-2 13-6 0-4 3.8% 21-4
ATR 11-3 11-4 0-1 1.5% 0-0
Volume 22,470 43,120 20,650 91.9% 90,886
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 709-5 700-3 671-0
R3 695-7 686-5 667-2
R2 682-1 682-1 666-0
R1 672-7 672-7 664-6 670-5
PP 668-3 668-3 668-3 667-2
S1 659-1 659-1 662-2 656-7
S2 654-5 654-5 661-0
S3 640-7 645-3 659-6
S4 627-1 631-5 656-0
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
5 683-0 664-0 19-0 2.9% 8-5 1.3% -3% False True 24,125
10 683-0 656-6 26-2 4.0% 9-3 1.4% 26% False False 20,453
20 683-0 654-6 28-2 4.3% 8-7 1.3% 31% False False 20,116
40 728-6 606-2 122-4 18.5% 9-7 1.5% 47% False False 18,448
60 794-4 606-2 188-2 28.4% 9-4 1.4% 30% False False 15,922
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 736-2
2.618 713-6
1.618 700-0
1.000 691-4
0.618 686-2
HIGH 677-6
0.618 672-4
0.500 670-7
0.382 669-2
LOW 664-0
0.618 655-4
1.000 650-2
1.618 641-6
2.618 628-0
4.250 605-4
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 670-7 673-4
PP 668-3 670-1
S1 666-0 666-7

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

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