CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 576-4 590-4 14-0 2.4% 591-6
High 586-4 591-0 4-4 0.8% 592-0
Low 576-4 584-4 8-0 1.4% 571-4
Close 585-4 588-4 3-0 0.5% 585-4
Range 10-0 6-4 -3-4 -35.0% 20-4
ATR 12-7 12-3 -0-4 -3.5% 0-0
Volume 2,449 2,638 189 7.7% 27,635
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 607-4 604-4 592-1
R3 601-0 598-0 590-2
R2 594-4 594-4 589-6
R1 591-4 591-4 589-1 589-6
PP 588-0 588-0 588-0 587-1
S1 585-0 585-0 587-7 583-2
S2 581-4 581-4 587-2
S3 575-0 578-4 586-6
S4 568-4 572-0 584-7
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 644-4 635-4 596-6
R3 624-0 615-0 591-1
R2 603-4 603-4 589-2
R1 594-4 594-4 587-3 588-6
PP 583-0 583-0 583-0 580-1
S1 574-0 574-0 583-5 568-2
S2 562-4 562-4 581-6
S3 542-0 553-4 579-7
S4 521-4 533-0 574-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 591-4 576-4 15-0 2.5% 7-3 1.3% 80% False False 2,956
10 609-0 571-4 37-4 6.4% 10-1 1.7% 45% False False 11,750
20 647-4 571-4 76-0 12.9% 10-7 1.8% 22% False False 87,759
40 665-0 571-4 93-4 15.9% 12-2 2.1% 18% False False 134,603
60 703-0 571-4 131-4 22.3% 13-3 2.3% 13% False False 148,488
80 777-0 571-4 205-4 34.9% 13-7 2.4% 8% False False 153,820
100 777-0 571-4 205-4 34.9% 13-6 2.3% 8% False False 156,663
120 777-0 571-4 205-4 34.9% 14-1 2.4% 8% False False 155,533
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 618-5
2.618 608-0
1.618 601-4
1.000 597-4
0.618 595-0
HIGH 591-0
0.618 588-4
0.500 587-6
0.382 587-0
LOW 584-4
0.618 580-4
1.000 578-0
1.618 574-0
2.618 567-4
4.250 556-7
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 588-2 586-7
PP 588-0 585-3
S1 587-6 583-6

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

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