CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 644-4 667-4 23-0 3.6% 669-0
High 667-4 668-4 1-0 0.1% 670-0
Low 644-4 653-4 9-0 1.4% 648-0
Close 665-2 656-0 -9-2 -1.4% 667-0
Range 23-0 15-0 -8-0 -34.8% 22-0
ATR 14-7 14-7 0-0 0.1% 0-0
Volume 39,760 87,552 47,792 120.2% 237,116
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 704-3 695-1 664-2
R3 689-3 680-1 660-1
R2 674-3 674-3 658-6
R1 665-1 665-1 657-3 662-2
PP 659-3 659-3 659-3 657-7
S1 650-1 650-1 654-5 647-2
S2 644-3 644-3 653-2
S3 629-3 635-1 651-7
S4 614-3 620-1 647-6
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 727-5 719-3 679-1
R3 705-5 697-3 673-0
R2 683-5 683-5 671-0
R1 675-3 675-3 669-0 668-4
PP 661-5 661-5 661-5 658-2
S1 653-3 653-3 665-0 646-4
S2 639-5 639-5 663-0
S3 617-5 631-3 661-0
S4 595-5 609-3 654-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 668-4 644-4 24-0 3.7% 14-5 2.2% 48% True False 60,568
10 674-0 644-4 29-4 4.5% 13-0 2.0% 39% False False 52,765
20 674-0 610-4 63-4 9.7% 13-1 2.0% 72% False False 48,771
40 760-0 592-4 167-4 25.5% 13-3 2.0% 38% False False 44,330
60 788-0 592-4 195-4 29.8% 12-4 1.9% 32% False False 37,751
80 788-0 592-4 195-4 29.8% 12-3 1.9% 32% False False 32,949
100 788-0 592-4 195-4 29.8% 12-6 1.9% 32% False False 29,196
120 788-0 592-4 195-4 29.8% 12-5 1.9% 32% False False 25,332
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 True
Bear Hook False
Bull Hook False
Stretch 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 732-2
2.618 707-6
1.618 692-6
1.000 683-4
0.618 677-6
HIGH 668-4
0.618 662-6
0.500 661-0
0.382 659-2
LOW 653-4
0.618 644-2
1.000 638-4
1.618 629-2
2.618 614-2
4.250 589-6
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 661-0 656-4
PP 659-3 656-3
S1 657-5 656-1

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

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