CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 603-0 604-6 1-6 0.3% 617-0
High 608-0 608-0 0-0 0.0% 617-2
Low 601-6 598-4 -3-2 -0.5% 598-4
Close 605-6 599-2 -6-4 -1.1% 599-2
Range 6-2 9-4 3-2 52.0% 18-6
ATR 12-0 11-7 -0-1 -1.5% 0-0
Volume 18,892 26,177 7,285 38.6% 96,044
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 630-3 624-3 604-4
R3 620-7 614-7 601-7
R2 611-3 611-3 601-0
R1 605-3 605-3 600-1 603-5
PP 601-7 601-7 601-7 601-0
S1 595-7 595-7 598-3 594-1
S2 592-3 592-3 597-4
S3 582-7 586-3 596-5
S4 573-3 576-7 594-0
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 661-2 649-0 609-4
R3 642-4 630-2 604-3
R2 623-6 623-6 602-6
R1 611-4 611-4 601-0 608-2
PP 605-0 605-0 605-0 603-3
S1 592-6 592-6 597-4 589-4
S2 586-2 586-2 595-6
S3 567-4 574-0 594-1
S4 548-6 555-2 589-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 633-0 598-4 34-4 5.8% 7-4 1.3% 2% False True 24,466
10 666-0 598-4 67-4 11.3% 8-3 1.4% 1% False True 24,070
20 683-0 598-4 84-4 14.1% 8-7 1.5% 1% False True 22,261
40 683-0 598-4 84-4 14.1% 9-4 1.6% 1% False True 21,232
60 784-0 598-4 185-4 31.0% 9-5 1.6% 0% False True 18,473
80 794-4 598-4 196-0 32.7% 8-6 1.5% 0% False True 15,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 648-3
2.618 632-7
1.618 623-3
1.000 617-4
0.618 613-7
HIGH 608-0
0.618 604-3
0.500 603-2
0.382 602-1
LOW 598-4
0.618 592-5
1.000 589-0
1.618 583-1
2.618 573-5
4.250 558-1
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 603-2 607-4
PP 601-7 604-6
S1 600-5 602-0

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

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