CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 603-4 600-4 -3-0 -0.5% 600-6
High 605-0 602-0 -3-0 -0.5% 615-2
Low 594-0 589-4 -4-4 -0.8% 594-0
Close 595-2 591-0 -4-2 -0.7% 595-2
Range 11-0 12-4 1-4 13.6% 21-2
ATR 13-5 13-4 -0-1 -0.6% 0-0
Volume 132,332 126,609 -5,723 -4.3% 785,552
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 631-5 623-7 597-7
R3 619-1 611-3 594-4
R2 606-5 606-5 593-2
R1 598-7 598-7 592-1 596-4
PP 594-1 594-1 594-1 593-0
S1 586-3 586-3 589-7 584-0
S2 581-5 581-5 588-6
S3 569-1 573-7 587-4
S4 556-5 561-3 584-1
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 665-2 651-4 607-0
R3 644-0 630-2 601-1
R2 622-6 622-6 599-1
R1 609-0 609-0 597-2 605-2
PP 601-4 601-4 601-4 599-5
S1 587-6 587-6 593-2 584-0
S2 580-2 580-2 591-3
S3 559-0 566-4 589-3
S4 537-6 545-2 583-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 615-2 589-4 25-6 4.4% 12-6 2.2% 6% False True 162,289
10 615-2 587-0 28-2 4.8% 10-5 1.8% 14% False False 143,700
20 674-0 587-0 87-0 14.7% 11-4 1.9% 5% False False 133,633
40 674-0 587-0 87-0 14.7% 12-3 2.1% 5% False False 92,528
60 760-0 587-0 173-0 29.3% 12-6 2.2% 2% False False 74,964
80 788-0 587-0 201-0 34.0% 12-3 2.1% 2% False False 62,444
100 788-0 587-0 201-0 34.0% 12-1 2.1% 2% False False 53,857
120 788-0 587-0 201-0 34.0% 12-3 2.1% 2% False False 47,442
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 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 655-1
2.618 634-6
1.618 622-2
1.000 614-4
0.618 609-6
HIGH 602-0
0.618 597-2
0.500 595-6
0.382 594-2
LOW 589-4
0.618 581-6
1.000 577-0
1.618 569-2
2.618 556-6
4.250 536-3
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 595-6 600-7
PP 594-1 597-5
S1 592-5 594-2

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

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