CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 608-0 607-2 -0-6 -0.1% 614-4
High 609-2 619-0 9-6 1.6% 614-4
Low 604-6 607-2 2-4 0.4% 595-0
Close 605-4 612-4 7-0 1.2% 597-2
Range 4-4 11-6 7-2 161.1% 19-4
ATR 11-5 11-7 0-1 1.1% 0-0
Volume 17,076 27,931 10,855 63.6% 99,655
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 648-1 642-1 619-0
R3 636-3 630-3 615-6
R2 624-5 624-5 614-5
R1 618-5 618-5 613-5 621-5
PP 612-7 612-7 612-7 614-4
S1 606-7 606-7 611-3 609-7
S2 601-1 601-1 610-3
S3 589-3 595-1 609-2
S4 577-5 583-3 606-0
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 660-6 648-4 608-0
R3 641-2 629-0 602-5
R2 621-6 621-6 600-7
R1 609-4 609-4 599-0 605-7
PP 602-2 602-2 602-2 600-4
S1 590-0 590-0 595-4 586-3
S2 582-6 582-6 593-5
S3 563-2 570-4 591-7
S4 543-6 551-0 586-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 619-0 595-0 24-0 3.9% 7-0 1.2% 73% True False 23,901
10 660-0 595-0 65-0 10.6% 9-2 1.5% 27% False False 24,524
20 681-0 595-0 86-0 14.0% 9-0 1.5% 20% False False 25,669
40 681-0 595-0 86-0 14.0% 9-0 1.5% 20% False False 19,918
60 776-0 595-0 181-0 29.6% 9-4 1.5% 10% False False 17,230
80 792-0 595-0 197-0 32.2% 8-7 1.4% 9% False False 14,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 669-0
2.618 649-6
1.618 638-0
1.000 630-6
0.618 626-2
HIGH 619-0
0.618 614-4
0.500 613-1
0.382 611-6
LOW 607-2
0.618 600-0
1.000 595-4
1.618 588-2
2.618 576-4
4.250 557-2
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 613-1 610-5
PP 612-7 608-7
S1 612-6 607-0

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

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