CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 616-4 603-0 -13-4 -2.2% 655-6
High 616-4 608-0 -8-4 -1.4% 661-6
Low 611-6 601-6 -10-0 -1.6% 620-0
Close 615-6 605-6 -10-0 -1.6% 628-0
Range 4-6 6-2 1-4 31.6% 41-6
ATR 11-7 12-0 0-1 1.3% 0-0
Volume 24,544 18,892 -5,652 -23.0% 113,344
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 623-7 621-1 609-2
R3 617-5 614-7 607-4
R2 611-3 611-3 606-7
R1 608-5 608-5 606-3 610-0
PP 605-1 605-1 605-1 605-7
S1 602-3 602-3 605-1 603-6
S2 598-7 598-7 604-5
S3 592-5 596-1 604-0
S4 586-3 589-7 602-2
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
5 654-6 601-6 53-0 8.7% 10-4 1.7% 8% False True 22,847
10 677-6 601-6 76-0 12.5% 8-7 1.5% 5% False True 25,764
20 683-0 601-6 81-2 13.4% 9-1 1.5% 5% False True 21,776
40 683-0 601-6 81-2 13.4% 9-3 1.5% 5% False True 21,121
60 792-0 601-6 190-2 31.4% 9-5 1.6% 2% False True 18,206
80 794-4 601-6 192-6 31.8% 8-6 1.4% 2% False True 15,674
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 0-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 634-4
2.618 624-3
1.618 618-1
1.000 614-2
0.618 611-7
HIGH 608-0
0.618 605-5
0.500 604-7
0.382 604-1
LOW 601-6
0.618 597-7
1.000 595-4
1.618 591-5
2.618 585-3
4.250 575-2
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 605-4 609-4
PP 605-1 608-2
S1 604-7 607-0

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

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