CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 594-4 586-4 -8-0 -1.3% 600-6
High 595-4 601-6 6-2 1.0% 615-2
Low 588-4 560-0 -28-4 -4.8% 594-0
Close 592-6 600-2 7-4 1.3% 595-2
Range 7-0 41-6 34-6 496.4% 21-2
ATR 13-3 15-3 2-0 15.3% 0-0
Volume 109,754 137,179 27,425 25.0% 785,552
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 712-5 698-1 623-2
R3 670-7 656-3 611-6
R2 629-1 629-1 607-7
R1 614-5 614-5 604-1 621-7
PP 587-3 587-3 587-3 591-0
S1 572-7 572-7 596-3 580-1
S2 545-5 545-5 592-5
S3 503-7 531-1 588-6
S4 462-1 489-3 577-2
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 665-2 651-4 607-0
R3 644-0 630-2 601-1
R2 622-6 622-6 599-1
R1 609-0 609-0 597-2 605-2
PP 601-4 601-4 601-4 599-5
S1 587-6 587-6 593-2 584-0
S2 580-2 580-2 591-3
S3 559-0 566-4 589-3
S4 537-6 545-2 583-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 605-0 560-0 45-0 7.5% 17-6 3.0% 89% False True 135,354
10 615-2 560-0 55-2 9.2% 15-0 2.5% 73% False True 148,259
20 668-4 560-0 108-4 18.1% 13-4 2.3% 37% False True 138,792
40 674-0 560-0 114-0 19.0% 12-3 2.1% 35% False True 100,128
60 733-4 560-0 173-4 28.9% 13-1 2.2% 23% False True 79,787
80 788-0 560-0 228-0 38.0% 12-7 2.1% 18% False True 66,684
100 788-0 560-0 228-0 38.0% 12-3 2.1% 18% False True 57,612
120 788-0 560-0 228-0 38.0% 12-5 2.1% 18% False True 50,666
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 False
Bear Hook False
Bull Hook False
Stretch 3-1
Widest range in 154 trading days
Fibonacci Retracements and Extensions
4.250 779-2
2.618 711-0
1.618 669-2
1.000 643-4
0.618 627-4
HIGH 601-6
0.618 585-6
0.500 580-7
0.382 576-0
LOW 560-0
0.618 534-2
1.000 518-2
1.618 492-4
2.618 450-6
4.250 382-4
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 593-6 593-6
PP 587-3 587-3
S1 580-7 580-7

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

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