CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 663-2 652-4 -10-6 -1.6% 670-4
High 663-6 653-0 -10-6 -1.6% 681-0
Low 653-0 647-0 -6-0 -0.9% 653-0
Close 654-4 649-2 -5-2 -0.8% 654-4
Range 10-6 6-0 -4-6 -44.2% 28-0
ATR 11-3 11-0 -0-2 -2.4% 0-0
Volume 29,294 32,820 3,526 12.0% 165,622
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 667-6 664-4 652-4
R3 661-6 658-4 650-7
R2 655-6 655-6 650-3
R1 652-4 652-4 649-6 651-1
PP 649-6 649-6 649-6 649-0
S1 646-4 646-4 648-6 645-1
S2 643-6 643-6 648-1
S3 637-6 640-4 647-5
S4 631-6 634-4 646-0
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 746-7 728-5 669-7
R3 718-7 700-5 662-2
R2 690-7 690-7 659-5
R1 672-5 672-5 657-1 667-6
PP 662-7 662-7 662-7 660-3
S1 644-5 644-5 651-7 639-6
S2 634-7 634-7 649-3
S3 606-7 616-5 646-6
S4 578-7 588-5 639-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 681-0 647-0 34-0 5.2% 8-6 1.3% 7% False True 36,227
10 681-0 647-0 34-0 5.2% 8-7 1.4% 7% False True 26,813
20 681-0 647-0 34-0 5.2% 7-7 1.2% 7% False True 19,822
40 722-4 599-6 122-6 18.9% 9-5 1.5% 40% False False 17,091
60 792-0 599-6 192-2 29.6% 9-7 1.5% 26% False False 14,191
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 0-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 678-4
2.618 668-6
1.618 662-6
1.000 659-0
0.618 656-6
HIGH 653-0
0.618 650-6
0.500 650-0
0.382 649-2
LOW 647-0
0.618 643-2
1.000 641-0
1.618 637-2
2.618 631-2
4.250 621-4
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 650-0 655-4
PP 649-6 653-3
S1 649-4 651-3

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

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