CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 610-2 624-4 14-2 2.3% 617-0
High 621-0 624-4 3-4 0.6% 617-2
Low 610-2 616-2 6-0 1.0% 598-4
Close 615-6 618-6 3-0 0.5% 599-2
Range 10-6 8-2 -2-4 -23.3% 18-6
ATR 11-6 11-5 -0-2 -1.8% 0-0
Volume 27,184 23,811 -3,373 -12.4% 96,044
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 644-5 639-7 623-2
R3 636-3 631-5 621-0
R2 628-1 628-1 620-2
R1 623-3 623-3 619-4 621-5
PP 619-7 619-7 619-7 619-0
S1 615-1 615-1 618-0 613-3
S2 611-5 611-5 617-2
S3 603-3 606-7 616-4
S4 595-1 598-5 614-2
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
5 624-4 598-4 26-0 4.2% 7-6 1.2% 78% True False 21,848
10 660-4 598-4 62-0 10.0% 8-4 1.4% 33% False False 22,706
20 683-0 598-4 84-4 13.7% 8-3 1.4% 24% False False 23,277
40 683-0 598-4 84-4 13.7% 9-1 1.5% 24% False False 21,132
60 771-4 598-4 173-0 28.0% 9-3 1.5% 12% False False 18,931
80 794-4 598-4 196-0 31.7% 9-0 1.4% 10% False False 16,389
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 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 659-4
2.618 646-1
1.618 637-7
1.000 632-6
0.618 629-5
HIGH 624-4
0.618 621-3
0.500 620-3
0.382 619-3
LOW 616-2
0.618 611-1
1.000 608-0
1.618 602-7
2.618 594-5
4.250 581-2
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 620-3 617-6
PP 619-7 616-5
S1 619-2 615-5

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

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