CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 620-0 618-0 -2-0 -0.3% 614-4
High 620-4 618-0 -2-4 -0.4% 614-4
Low 611-0 605-4 -5-4 -0.9% 595-0
Close 615-2 609-2 -6-0 -1.0% 597-2
Range 9-4 12-4 3-0 31.6% 19-4
ATR 11-5 11-6 0-0 0.5% 0-0
Volume 27,239 24,471 -2,768 -10.2% 99,655
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 648-3 641-3 616-1
R3 635-7 628-7 612-6
R2 623-3 623-3 611-4
R1 616-3 616-3 610-3 613-5
PP 610-7 610-7 610-7 609-4
S1 603-7 603-7 608-1 601-1
S2 598-3 598-3 607-0
S3 585-7 591-3 605-6
S4 573-3 578-7 602-3
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
5 620-4 595-0 25-4 4.2% 9-5 1.6% 56% False False 25,539
10 651-2 595-0 56-2 9.2% 9-7 1.6% 25% False False 24,865
20 681-0 595-0 86-0 14.1% 8-5 1.4% 17% False False 26,658
40 681-0 595-0 86-0 14.1% 9-0 1.5% 17% False False 20,441
60 766-0 595-0 171-0 28.1% 9-5 1.6% 8% False False 17,808
80 792-0 595-0 197-0 32.3% 9-0 1.5% 7% False False 14,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 671-1
2.618 650-6
1.618 638-2
1.000 630-4
0.618 625-6
HIGH 618-0
0.618 613-2
0.500 611-6
0.382 610-2
LOW 605-4
0.618 597-6
1.000 593-0
1.618 585-2
2.618 572-6
4.250 552-3
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 611-6 613-0
PP 610-7 611-6
S1 610-1 610-4

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

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