CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 660-4 659-4 -1-0 -0.2% 676-4
High 661-6 660-4 -1-2 -0.2% 683-0
Low 660-4 659-4 -1-0 -0.2% 652-6
Close 663-0 660-4 -2-4 -0.4% 656-2
Range 1-2 1-0 -0-2 -20.0% 30-2
ATR 11-2 10-6 -0-4 -4.9% 0-0
Volume 24,404 22,474 -1,930 -7.9% 131,995
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 663-1 662-7 661-0
R3 662-1 661-7 660-6
R2 661-1 661-1 660-5
R1 660-7 660-7 660-5 661-0
PP 660-1 660-1 660-1 660-2
S1 659-7 659-7 660-3 660-0
S2 659-1 659-1 660-3
S3 658-1 658-7 660-2
S4 657-1 657-7 660-0
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
5 677-6 649-0 28-6 4.4% 7-2 1.1% 40% False False 28,681
10 683-0 649-0 34-0 5.1% 7-2 1.1% 34% False False 24,104
20 683-0 649-0 34-0 5.1% 8-7 1.3% 34% False False 20,075
40 695-0 606-2 88-6 13.4% 9-5 1.4% 61% False False 19,957
60 794-4 606-2 188-2 28.5% 9-5 1.5% 29% False False 17,204
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 664-6
2.618 663-1
1.618 662-1
1.000 661-4
0.618 661-1
HIGH 660-4
0.618 660-1
0.500 660-0
0.382 659-7
LOW 659-4
0.618 658-7
1.000 658-4
1.618 657-7
2.618 656-7
4.250 655-2
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 660-3 658-6
PP 660-1 657-1
S1 660-0 655-3

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

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