CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 617-0 616-4 -0-4 -0.1% 655-6
High 617-2 616-4 -0-6 -0.1% 661-6
Low 613-0 611-6 -1-2 -0.2% 620-0
Close 615-4 615-6 0-2 0.0% 628-0
Range 4-2 4-6 0-4 11.8% 41-6
ATR 12-3 11-7 -0-4 -4.4% 0-0
Volume 26,431 24,544 -1,887 -7.1% 113,344
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 628-7 627-1 618-3
R3 624-1 622-3 617-0
R2 619-3 619-3 616-5
R1 617-5 617-5 616-1 616-1
PP 614-5 614-5 614-5 614-0
S1 612-7 612-7 615-3 611-3
S2 609-7 609-7 614-7
S3 605-1 608-1 614-4
S4 600-3 603-3 613-1
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
5 660-4 611-6 48-6 7.9% 9-3 1.5% 8% False True 23,564
10 682-0 611-6 70-2 11.4% 9-4 1.6% 6% False True 26,122
20 683-0 611-6 71-2 11.6% 9-4 1.5% 6% False True 21,407
40 683-0 606-2 76-6 12.5% 9-2 1.5% 12% False False 21,204
60 794-4 606-2 188-2 30.6% 9-5 1.6% 5% False False 18,038
80 794-4 606-2 188-2 30.6% 8-7 1.4% 5% False False 15,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 636-6
2.618 628-7
1.618 624-1
1.000 621-2
0.618 619-3
HIGH 616-4
0.618 614-5
0.500 614-1
0.382 613-5
LOW 611-6
0.618 608-7
1.000 607-0
1.618 604-1
2.618 599-3
4.250 591-4
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 615-2 622-3
PP 614-5 620-1
S1 614-1 618-0

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

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