CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 590-4 583-0 -7-4 -1.3% 591-6
High 591-0 583-6 -7-2 -1.2% 592-0
Low 584-4 579-0 -5-4 -0.9% 571-4
Close 588-4 580-0 -8-4 -1.4% 585-4
Range 6-4 4-6 -1-6 -26.9% 20-4
ATR 12-3 12-1 -0-2 -1.7% 0-0
Volume 2,638 481 -2,157 -81.8% 27,635
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 595-1 592-3 582-5
R3 590-3 587-5 581-2
R2 585-5 585-5 580-7
R1 582-7 582-7 580-3 581-7
PP 580-7 580-7 580-7 580-4
S1 578-1 578-1 579-5 577-1
S2 576-1 576-1 579-1
S3 571-3 573-3 578-6
S4 566-5 568-5 577-3
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 2.6% 7-2 1.3% 23% False False 2,242
10 606-0 571-4 34-4 5.9% 9-4 1.6% 25% False False 6,936
20 647-4 571-4 76-0 13.1% 10-3 1.8% 11% False False 78,330
40 665-0 571-4 93-4 16.1% 12-0 2.1% 9% False False 130,098
60 697-0 571-4 125-4 21.6% 13-2 2.3% 7% False False 146,057
80 777-0 571-4 205-4 35.4% 13-7 2.4% 4% False False 152,227
100 777-0 571-4 205-4 35.4% 13-5 2.4% 4% False False 155,432
120 777-0 571-4 205-4 35.4% 14-0 2.4% 4% False False 153,747
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 116 trading days
Fibonacci Retracements and Extensions
4.250 604-0
2.618 596-1
1.618 591-3
1.000 588-4
0.618 586-5
HIGH 583-6
0.618 581-7
0.500 581-3
0.382 580-7
LOW 579-0
0.618 576-1
1.000 574-2
1.618 571-3
2.618 566-5
4.250 558-6
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 581-3 583-6
PP 580-7 582-4
S1 580-4 581-2

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

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