CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 632-4 617-0 -15-4 -2.5% 655-6
High 633-0 617-2 -15-6 -2.5% 661-6
Low 620-0 613-0 -7-0 -1.1% 620-0
Close 628-0 615-4 -12-4 -2.0% 628-0
Range 13-0 4-2 -8-6 -67.3% 41-6
ATR 12-1 12-3 0-2 1.7% 0-0
Volume 26,287 26,431 144 0.5% 113,344
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 628-0 626-0 617-7
R3 623-6 621-6 616-5
R2 619-4 619-4 616-2
R1 617-4 617-4 615-7 616-3
PP 615-2 615-2 615-2 614-6
S1 613-2 613-2 615-1 612-1
S2 611-0 611-0 614-6
S3 606-6 609-0 614-3
S4 602-4 604-6 613-1
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 761-7 736-5 651-0
R3 720-1 694-7 639-4
R2 678-3 678-3 635-5
R1 653-1 653-1 631-7 644-7
PP 636-5 636-5 636-5 632-4
S1 611-3 611-3 624-1 603-1
S2 594-7 594-7 620-3
S3 553-1 569-5 616-4
S4 511-3 527-7 605-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 661-6 613-0 48-6 7.9% 8-6 1.4% 5% False True 23,536
10 683-0 613-0 70-0 11.4% 9-5 1.6% 4% False True 25,451
20 683-0 613-0 70-0 11.4% 9-2 1.5% 4% False True 20,688
40 689-6 606-2 83-4 13.6% 9-4 1.5% 11% False False 20,836
60 794-4 606-2 188-2 30.6% 9-5 1.6% 5% False False 17,858
80 794-4 606-2 188-2 30.6% 8-7 1.4% 5% False False 15,304
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 0-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 635-2
2.618 628-3
1.618 624-1
1.000 621-4
0.618 619-7
HIGH 617-2
0.618 615-5
0.500 615-1
0.382 614-5
LOW 613-0
0.618 610-3
1.000 608-6
1.618 606-1
2.618 601-7
4.250 595-0
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 615-3 633-7
PP 615-2 627-6
S1 615-1 621-5

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

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