CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 572-0 584-4 12-4 2.2% 594-0
High 586-0 584-4 -1-4 -0.3% 609-0
Low 571-4 579-0 7-4 1.3% 585-4
Close 585-2 582-2 -3-0 -0.5% 586-4
Range 14-4 5-4 -9-0 -62.1% 23-4
ATR 14-0 13-4 -0-4 -4.0% 0-0
Volume 8,514 4,049 -4,465 -52.4% 422,207
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 598-3 595-7 585-2
R3 592-7 590-3 583-6
R2 587-3 587-3 583-2
R1 584-7 584-7 582-6 583-3
PP 581-7 581-7 581-7 581-2
S1 579-3 579-3 581-6 577-7
S2 576-3 576-3 581-2
S3 570-7 573-7 580-6
S4 565-3 568-3 579-2
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
5 606-0 571-4 34-4 5.9% 11-5 2.0% 31% False False 11,631
10 609-0 571-4 37-4 6.4% 11-0 1.9% 29% False False 69,550
20 665-0 571-4 93-4 16.1% 12-0 2.1% 11% False False 134,376
40 665-0 571-4 93-4 16.1% 12-7 2.2% 11% False False 151,434
60 728-2 571-4 156-6 26.9% 13-7 2.4% 7% False False 160,233
80 777-0 571-4 205-4 35.3% 14-0 2.4% 5% False False 160,520
100 777-0 571-4 205-4 35.3% 14-0 2.4% 5% False False 162,396
120 777-0 571-4 205-4 35.3% 14-4 2.5% 5% False False 159,523
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 607-7
2.618 598-7
1.618 593-3
1.000 590-0
0.618 587-7
HIGH 584-4
0.618 582-3
0.500 581-6
0.382 581-1
LOW 579-0
0.618 575-5
1.000 573-4
1.618 570-1
2.618 564-5
4.250 555-5
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 582-1 582-1
PP 581-7 581-7
S1 581-6 581-6

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

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