CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 655-6 660-4 4-6 0.7% 676-4
High 656-0 661-6 5-6 0.9% 683-0
Low 649-0 660-4 11-4 1.8% 652-6
Close 651-2 663-0 11-6 1.8% 656-2
Range 7-0 1-2 -5-6 -82.1% 30-2
ATR 11-3 11-2 0-0 -0.5% 0-0
Volume 22,095 24,404 2,309 10.5% 131,995
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 665-4 665-4 663-6
R3 664-2 664-2 663-3
R2 663-0 663-0 663-2
R1 663-0 663-0 663-1 663-0
PP 661-6 661-6 661-6 661-6
S1 661-6 661-6 662-7 661-6
S2 660-4 660-4 662-6
S3 659-2 660-4 662-5
S4 658-0 659-2 662-2
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 754-6 735-6 672-7
R3 724-4 705-4 664-5
R2 694-2 694-2 661-6
R1 675-2 675-2 659-0 669-5
PP 664-0 664-0 664-0 661-2
S1 645-0 645-0 653-4 639-3
S2 633-6 633-6 650-6
S3 603-4 614-6 647-7
S4 573-2 584-4 639-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 682-0 649-0 33-0 5.0% 9-6 1.5% 42% False False 28,681
10 683-0 649-0 34-0 5.1% 8-2 1.3% 41% False False 23,848
20 683-0 649-0 34-0 5.1% 9-3 1.4% 41% False False 20,654
40 713-0 606-2 106-6 16.1% 9-5 1.5% 53% False False 19,608
60 794-4 606-2 188-2 28.4% 9-5 1.5% 30% False False 16,951
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 667-0
2.618 665-0
1.618 663-6
1.000 663-0
0.618 662-4
HIGH 661-6
0.618 661-2
0.500 661-1
0.382 661-0
LOW 660-4
0.618 659-6
1.000 659-2
1.618 658-4
2.618 657-2
4.250 655-2
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 662-3 661-1
PP 661-6 659-3
S1 661-1 657-4

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

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