CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 624-4 617-2 -7-2 -1.2% 617-0
High 624-4 617-2 -7-2 -1.2% 617-2
Low 616-2 611-4 -4-6 -0.8% 598-4
Close 618-6 614-2 -4-4 -0.7% 599-2
Range 8-2 5-6 -2-4 -30.3% 18-6
ATR 11-5 11-2 -0-2 -2.7% 0-0
Volume 23,811 22,598 -1,213 -5.1% 96,044
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 631-5 628-5 617-3
R3 625-7 622-7 615-7
R2 620-1 620-1 615-2
R1 617-1 617-1 614-6 615-6
PP 614-3 614-3 614-3 613-5
S1 611-3 611-3 613-6 610-0
S2 608-5 608-5 613-2
S3 602-7 605-5 612-5
S4 597-1 599-7 611-1
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% 7-5 1.2% 61% False False 22,589
10 654-6 598-4 56-2 9.2% 9-0 1.5% 28% False False 22,718
20 683-0 598-4 84-4 13.8% 8-1 1.3% 19% False False 23,411
40 683-0 598-4 84-4 13.8% 9-0 1.5% 19% False False 21,139
60 768-6 598-4 170-2 27.7% 9-4 1.5% 9% False False 19,109
80 794-4 598-4 196-0 31.9% 9-0 1.5% 8% False False 16,591
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 3 trading days
Fibonacci Retracements and Extensions
4.250 641-6
2.618 632-2
1.618 626-4
1.000 623-0
0.618 620-6
HIGH 617-2
0.618 615-0
0.500 614-3
0.382 613-6
LOW 611-4
0.618 608-0
1.000 605-6
1.618 602-2
2.618 596-4
4.250 587-0
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 614-3 617-3
PP 614-3 616-3
S1 614-2 615-2

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

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