CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 604-6 610-4 5-6 1.0% 617-0
High 608-0 610-4 2-4 0.4% 617-2
Low 598-4 606-6 8-2 1.4% 598-4
Close 599-2 609-0 9-6 1.6% 599-2
Range 9-4 3-6 -5-6 -60.5% 18-6
ATR 11-7 11-6 0-0 -0.3% 0-0
Volume 26,177 13,176 -13,001 -49.7% 96,044
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 620-0 618-2 611-0
R3 616-2 614-4 610-0
R2 612-4 612-4 609-6
R1 610-6 610-6 609-3 609-6
PP 608-6 608-6 608-6 608-2
S1 607-0 607-0 608-5 606-0
S2 605-0 605-0 608-2
S3 601-2 603-2 608-0
S4 597-4 599-4 607-0
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
5 617-2 598-4 18-6 3.1% 5-6 0.9% 56% False False 21,844
10 661-6 598-4 63-2 10.4% 7-4 1.2% 17% False False 22,256
20 683-0 598-4 84-4 13.9% 8-6 1.4% 12% False False 22,272
40 683-0 598-4 84-4 13.9% 9-2 1.5% 12% False False 21,220
60 784-0 598-4 185-4 30.5% 9-4 1.6% 6% False False 18,557
80 794-4 598-4 196-0 32.2% 8-6 1.4% 5% False False 15,918
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 False
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
4.250 626-4
2.618 620-3
1.618 616-5
1.000 614-2
0.618 612-7
HIGH 610-4
0.618 609-1
0.500 608-5
0.382 608-1
LOW 606-6
0.618 604-3
1.000 603-0
1.618 600-5
2.618 596-7
4.250 590-6
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 608-7 607-4
PP 608-6 606-0
S1 608-5 604-4

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

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