CME Pit-Traded Corn Future May 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 610-6 607-4 -3-2 -0.5% 608-0
High 613-0 607-4 -5-4 -0.9% 620-4
Low 602-2 599-0 -3-2 -0.5% 602-2
Close 603-0 599-2 -3-6 -0.6% 603-0
Range 10-6 8-4 -2-2 -20.9% 18-2
ATR 11-5 11-3 -0-2 -1.9% 0-0
Volume 32,879 21,111 -11,768 -35.8% 129,596
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 627-3 621-7 603-7
R3 618-7 613-3 601-5
R2 610-3 610-3 600-6
R1 604-7 604-7 600-0 603-3
PP 601-7 601-7 601-7 601-2
S1 596-3 596-3 598-4 594-7
S2 593-3 593-3 597-6
S3 584-7 587-7 596-7
S4 576-3 579-3 594-5
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 663-3 651-3 613-0
R3 645-1 633-1 608-0
R2 626-7 626-7 606-3
R1 614-7 614-7 604-5 611-6
PP 608-5 608-5 608-5 607-0
S1 596-5 596-5 601-3 593-4
S2 590-3 590-3 599-5
S3 572-1 578-3 598-0
S4 553-7 560-1 593-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 620-4 599-0 21-4 3.6% 10-5 1.8% 1% False True 26,726
10 620-4 595-0 25-4 4.3% 8-1 1.4% 17% False False 25,036
20 681-0 595-0 86-0 14.4% 9-0 1.5% 5% False False 27,469
40 681-0 595-0 86-0 14.4% 9-2 1.5% 5% False False 21,133
60 766-0 595-0 171-0 28.5% 9-5 1.6% 2% False False 18,332
80 792-0 595-0 197-0 32.9% 9-1 1.5% 2% False False 15,374
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 643-5
2.618 629-6
1.618 621-2
1.000 616-0
0.618 612-6
HIGH 607-4
0.618 604-2
0.500 603-2
0.382 602-2
LOW 599-0
0.618 593-6
1.000 590-4
1.618 585-2
2.618 576-6
4.250 562-7
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 603-2 608-4
PP 601-7 605-3
S1 600-5 602-3

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

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