CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 632-0 620-0 -12-0 -1.9% 667-0
High 639-4 634-4 -5-0 -0.8% 673-0
Low 623-2 619-2 -4-0 -0.6% 631-4
Close 626-0 630-4 4-4 0.7% 640-2
Range 16-2 15-2 -1-0 -6.2% 41-4
ATR 18-0 17-6 -0-2 -1.1% 0-0
Volume 72,070 109,685 37,615 52.2% 323,519
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 673-7 667-3 638-7
R3 658-5 652-1 634-6
R2 643-3 643-3 633-2
R1 636-7 636-7 631-7 640-1
PP 628-1 628-1 628-1 629-6
S1 621-5 621-5 629-1 624-7
S2 612-7 612-7 627-6
S3 597-5 606-3 626-2
S4 582-3 591-1 622-1
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 772-6 748-0 663-1
R3 731-2 706-4 651-5
R2 689-6 689-6 647-7
R1 665-0 665-0 644-0 656-5
PP 648-2 648-2 648-2 644-0
S1 623-4 623-4 636-4 615-1
S2 606-6 606-6 632-5
S3 565-2 582-0 628-7
S4 523-6 540-4 617-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662-6 619-2 43-4 6.9% 17-0 2.7% 26% False True 80,482
10 673-0 619-2 53-6 8.5% 16-1 2.6% 21% False True 74,601
20 683-0 619-2 63-6 10.1% 14-7 2.4% 18% False True 68,297
40 683-0 572-0 111-0 17.6% 13-0 2.1% 53% False False 61,232
60 683-0 548-0 135-0 21.4% 12-6 2.0% 61% False False 53,629
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 True
Bull Hook False
Stretch 3-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 699-2
2.618 674-3
1.618 659-1
1.000 649-6
0.618 643-7
HIGH 634-4
0.618 628-5
0.500 626-7
0.382 625-1
LOW 619-2
0.618 609-7
1.000 604-0
1.618 594-5
2.618 579-3
4.250 554-4
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 629-2 641-0
PP 628-1 637-4
S1 626-7 634-0

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

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