CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 607-4 589-0 -18-4 -3.0% 608-0
High 607-4 604-6 -2-6 -0.5% 620-4
Low 599-0 589-0 -10-0 -1.7% 602-2
Close 599-2 604-6 5-4 0.9% 603-0
Range 8-4 15-6 7-2 85.3% 18-2
ATR 11-3 11-6 0-2 2.7% 0-0
Volume 21,111 27,698 6,587 31.2% 129,596
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 646-6 641-4 613-3
R3 631-0 625-6 609-1
R2 615-2 615-2 607-5
R1 610-0 610-0 606-2 612-5
PP 599-4 599-4 599-4 600-6
S1 594-2 594-2 603-2 596-7
S2 583-6 583-6 601-7
S3 568-0 578-4 600-3
S4 552-2 562-6 596-1
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
5 620-4 589-0 31-4 5.2% 11-3 1.9% 50% False True 26,679
10 620-4 589-0 31-4 5.2% 9-2 1.5% 50% False True 25,290
20 681-0 589-0 92-0 15.2% 9-5 1.6% 17% False True 27,989
40 681-0 589-0 92-0 15.2% 9-2 1.5% 17% False True 21,669
60 747-0 589-0 158-0 26.1% 9-5 1.6% 10% False True 18,593
80 792-0 589-0 203-0 33.6% 9-3 1.5% 8% False True 15,611
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 0-7
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 671-6
2.618 646-0
1.618 630-2
1.000 620-4
0.618 614-4
HIGH 604-6
0.618 598-6
0.500 596-7
0.382 595-0
LOW 589-0
0.618 579-2
1.000 573-2
1.618 563-4
2.618 547-6
4.250 522-0
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 602-1 603-4
PP 599-4 602-2
S1 596-7 601-0

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

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