CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 668-4 670-4 2-0 0.3% 658-6
High 673-2 672-6 -0-4 -0.1% 673-4
Low 668-4 670-0 1-4 0.2% 650-0
Close 673-2 672-6 -0-4 -0.1% 673-2
Range 4-6 2-6 -2-0 -42.1% 23-4
ATR 11-7 11-2 -0-5 -5.2% 0-0
Volume 16,088 17,303 1,215 7.6% 84,768
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 680-1 679-1 674-2
R3 677-3 676-3 673-4
R2 674-5 674-5 673-2
R1 673-5 673-5 673-0 674-1
PP 671-7 671-7 671-7 672-0
S1 670-7 670-7 672-4 671-3
S2 669-1 669-1 672-2
S3 666-3 668-1 672-0
S4 663-5 665-3 671-2
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 736-1 728-1 686-1
R3 712-5 704-5 679-6
R2 689-1 689-1 677-4
R1 681-1 681-1 675-3 685-1
PP 665-5 665-5 665-5 667-4
S1 657-5 657-5 671-1 661-5
S2 642-1 642-1 669-0
S3 618-5 634-1 666-6
S4 595-1 610-5 660-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 673-4 650-0 23-4 3.5% 9-1 1.4% 97% False False 17,399
10 673-4 650-0 23-4 3.5% 8-1 1.2% 97% False False 14,573
20 676-0 628-0 48-0 7.1% 8-7 1.3% 93% False False 15,350
40 747-0 599-6 147-2 21.9% 9-6 1.4% 50% False False 13,895
60 792-0 599-6 192-2 28.6% 9-2 1.4% 38% False False 11,485
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 684-4
2.618 680-0
1.618 677-2
1.000 675-4
0.618 674-4
HIGH 672-6
0.618 671-6
0.500 671-3
0.382 671-0
LOW 670-0
0.618 668-2
1.000 667-2
1.618 665-4
2.618 662-6
4.250 658-2
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 672-2 671-4
PP 671-7 670-3
S1 671-3 669-1

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

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