CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 677-6 666-0 -11-6 -1.7% 676-4
High 677-6 666-0 -11-6 -1.7% 683-0
Low 664-0 652-6 -11-2 -1.7% 652-6
Close 663-4 656-2 -7-2 -1.1% 656-2
Range 13-6 13-2 -0-4 -3.6% 30-2
ATR 11-4 11-5 0-1 1.1% 0-0
Volume 43,120 31,316 -11,804 -27.4% 131,995
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 698-1 690-3 663-4
R3 684-7 677-1 659-7
R2 671-5 671-5 658-5
R1 663-7 663-7 657-4 661-1
PP 658-3 658-3 658-3 657-0
S1 650-5 650-5 655-0 647-7
S2 645-1 645-1 653-7
S3 631-7 637-3 652-5
S4 618-5 624-1 649-0
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 754-6 735-6 672-7
R3 724-4 705-4 664-5
R2 694-2 694-2 661-6
R1 675-2 675-2 659-0 669-5
PP 664-0 664-0 664-0 661-2
S1 645-0 645-0 653-4 639-3
S2 633-6 633-6 650-6
S3 603-4 614-6 647-7
S4 573-2 584-4 639-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 683-0 652-6 30-2 4.6% 9-1 1.4% 12% False True 26,399
10 683-0 652-6 30-2 4.6% 10-0 1.5% 12% False True 22,288
20 683-0 652-6 30-2 4.6% 9-5 1.5% 12% False True 20,697
40 725-4 606-2 119-2 18.2% 9-7 1.5% 42% False False 18,909
60 794-4 606-2 188-2 28.7% 9-5 1.5% 27% False False 16,312
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 722-2
2.618 700-6
1.618 687-4
1.000 679-2
0.618 674-2
HIGH 666-0
0.618 661-0
0.500 659-3
0.382 657-6
LOW 652-6
0.618 644-4
1.000 639-4
1.618 631-2
2.618 618-0
4.250 596-4
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 659-3 667-3
PP 658-3 663-5
S1 657-2 660-0

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

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