CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 667-6 656-6 -11-0 -1.6% 680-6
High 670-0 673-4 3-4 0.5% 681-0
Low 662-0 656-6 -5-2 -0.8% 657-0
Close 669-0 673-4 4-4 0.7% 677-2
Range 8-0 16-6 8-6 109.4% 24-0
ATR 12-3 12-6 0-2 2.5% 0-0
Volume 18,042 12,858 -5,184 -28.7% 78,178
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 718-1 712-5 682-6
R3 701-3 695-7 678-1
R2 684-5 684-5 676-5
R1 679-1 679-1 675-0 681-7
PP 667-7 667-7 667-7 669-2
S1 662-3 662-3 672-0 665-1
S2 651-1 651-1 670-3
S3 634-3 645-5 668-7
S4 617-5 628-7 664-2
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 743-6 734-4 690-4
R3 719-6 710-4 683-7
R2 695-6 695-6 681-5
R1 686-4 686-4 679-4 679-1
PP 671-6 671-6 671-6 668-0
S1 662-4 662-4 675-0 655-1
S2 647-6 647-6 672-7
S3 623-6 638-4 670-5
S4 599-6 614-4 664-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 676-4 656-6 19-6 2.9% 11-7 1.8% 85% False True 14,368
10 682-4 656-4 26-0 3.9% 10-3 1.5% 65% False False 17,460
20 682-4 622-0 60-4 9.0% 9-6 1.5% 85% False False 18,988
40 771-4 606-2 165-2 24.5% 9-6 1.5% 41% False False 16,759
60 794-4 606-2 188-2 28.0% 9-1 1.4% 36% False False 14,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 744-6
2.618 717-3
1.618 700-5
1.000 690-2
0.618 683-7
HIGH 673-4
0.618 667-1
0.500 665-1
0.382 663-1
LOW 656-6
0.618 646-3
1.000 640-0
1.618 629-5
2.618 612-7
4.250 585-4
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 670-6 671-2
PP 667-7 668-7
S1 665-1 666-5

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

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