CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 591-6 572-0 -19-6 -3.3% 594-0
High 592-0 586-0 -6-0 -1.0% 609-0
Low 580-2 571-4 -8-6 -1.5% 585-4
Close 580-2 585-2 5-0 0.9% 586-4
Range 11-6 14-4 2-6 23.4% 23-4
ATR 14-0 14-0 0-0 0.3% 0-0
Volume 9,428 8,514 -914 -9.7% 422,207
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 624-3 619-3 593-2
R3 609-7 604-7 589-2
R2 595-3 595-3 587-7
R1 590-3 590-3 586-5 592-7
PP 580-7 580-7 580-7 582-2
S1 575-7 575-7 583-7 578-3
S2 566-3 566-3 582-5
S3 551-7 561-3 581-2
S4 537-3 546-7 577-2
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 664-1 648-7 599-3
R3 640-5 625-3 593-0
R2 617-1 617-1 590-6
R1 601-7 601-7 588-5 597-6
PP 593-5 593-5 593-5 591-5
S1 578-3 578-3 584-3 574-2
S2 570-1 570-1 582-2
S3 546-5 554-7 580-0
S4 523-1 531-3 573-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 609-0 571-4 37-4 6.4% 12-6 2.2% 37% False True 20,544
10 609-0 571-4 37-4 6.4% 10-7 1.9% 37% False True 86,175
20 665-0 571-4 93-4 16.0% 12-1 2.1% 15% False True 145,785
40 665-0 571-4 93-4 16.0% 13-5 2.3% 15% False True 157,176
60 742-6 571-4 171-2 29.3% 14-2 2.4% 8% False True 163,971
80 777-0 571-4 205-4 35.1% 14-0 2.4% 7% False True 162,840
100 777-0 571-4 205-4 35.1% 14-1 2.4% 7% False True 164,083
120 777-0 571-4 205-4 35.1% 14-5 2.5% 7% False True 160,464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 647-5
2.618 624-0
1.618 609-4
1.000 600-4
0.618 595-0
HIGH 586-0
0.618 580-4
0.500 578-6
0.382 577-0
LOW 571-4
0.618 562-4
1.000 557-0
1.618 548-0
2.618 533-4
4.250 509-7
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 583-1 584-7
PP 580-7 584-5
S1 578-6 584-2

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

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