CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 654-6 632-4 -22-2 -3.4% 655-6
High 654-6 633-0 -21-6 -3.3% 661-6
Low 630-6 620-0 -10-6 -1.7% 620-0
Close 633-4 628-0 -5-4 -0.9% 628-0
Range 24-0 13-0 -11-0 -45.8% 41-6
ATR 12-1 12-1 0-1 0.8% 0-0
Volume 18,084 26,287 8,203 45.4% 113,344
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 666-0 660-0 635-1
R3 653-0 647-0 631-5
R2 640-0 640-0 630-3
R1 634-0 634-0 629-2 630-4
PP 627-0 627-0 627-0 625-2
S1 621-0 621-0 626-6 617-4
S2 614-0 614-0 625-5
S3 601-0 608-0 624-3
S4 588-0 595-0 620-7
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 761-7 736-5 651-0
R3 720-1 694-7 639-4
R2 678-3 678-3 635-5
R1 653-1 653-1 631-7 644-7
PP 636-5 636-5 636-5 632-4
S1 611-3 611-3 624-1 603-1
S2 594-7 594-7 620-3
S3 553-1 569-5 616-4
S4 511-3 527-7 605-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 661-6 620-0 41-6 6.6% 9-2 1.5% 19% False True 22,668
10 683-0 620-0 63-0 10.0% 9-2 1.5% 13% False True 24,533
20 683-0 620-0 63-0 10.0% 9-5 1.5% 13% False True 20,720
40 689-6 606-2 83-4 13.3% 9-5 1.5% 26% False False 20,428
60 794-4 606-2 188-2 30.0% 10-0 1.6% 12% False False 17,580
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 0-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 688-2
2.618 667-0
1.618 654-0
1.000 646-0
0.618 641-0
HIGH 633-0
0.618 628-0
0.500 626-4
0.382 625-0
LOW 620-0
0.618 612-0
1.000 607-0
1.618 599-0
2.618 586-0
4.250 564-6
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 627-4 640-2
PP 627-0 636-1
S1 626-4 632-1

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

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