CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 660-0 659-4 -0-4 -0.1% 669-0
High 666-0 661-6 -4-2 -0.6% 671-0
Low 659-0 655-6 -3-2 -0.5% 650-0
Close 659-4 659-2 -0-2 0.0% 650-6
Range 7-0 6-0 -1-0 -14.3% 21-0
ATR 11-0 10-5 -0-3 -3.2% 0-0
Volume 47,177 36,632 -10,545 -22.4% 163,538
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 676-7 674-1 662-4
R3 670-7 668-1 660-7
R2 664-7 664-7 660-3
R1 662-1 662-1 659-6 660-4
PP 658-7 658-7 658-7 658-1
S1 656-1 656-1 658-6 654-4
S2 652-7 652-7 658-1
S3 646-7 650-1 657-5
S4 640-7 644-1 656-0
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 720-2 706-4 662-2
R3 699-2 685-4 656-4
R2 678-2 678-2 654-5
R1 664-4 664-4 652-5 660-7
PP 657-2 657-2 657-2 655-4
S1 643-4 643-4 648-7 639-7
S2 636-2 636-2 646-7
S3 615-2 622-4 645-0
S4 594-2 601-4 639-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 668-0 650-0 18-0 2.7% 6-5 1.0% 51% False False 45,888
10 671-0 635-0 36-0 5.5% 7-1 1.1% 67% False False 32,898
20 671-0 587-0 84-0 12.7% 7-4 1.1% 86% False False 30,424
40 671-0 587-0 84-0 12.7% 8-5 1.3% 86% False False 28,679
60 681-0 587-0 94-0 14.3% 8-3 1.3% 77% False False 25,207
80 726-0 587-0 139-0 21.1% 9-2 1.4% 52% False False 22,386
100 792-0 587-0 205-0 31.1% 9-2 1.4% 35% False False 19,430
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 1-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 687-2
2.618 677-4
1.618 671-4
1.000 667-6
0.618 665-4
HIGH 661-6
0.618 659-4
0.500 658-6
0.382 658-0
LOW 655-6
0.618 652-0
1.000 649-6
1.618 646-0
2.618 640-0
4.250 630-2
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 659-1 658-7
PP 658-7 658-5
S1 658-6 658-2

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

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