CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 589-0 603-0 14-0 2.4% 608-0
High 604-6 603-4 -1-2 -0.2% 620-4
Low 589-0 596-6 7-6 1.3% 602-2
Close 604-6 601-2 -3-4 -0.6% 603-0
Range 15-6 6-6 -9-0 -57.1% 18-2
ATR 11-6 11-4 -0-2 -2.3% 0-0
Volume 27,698 45,684 17,986 64.9% 129,596
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 620-6 617-6 605-0
R3 614-0 611-0 603-1
R2 607-2 607-2 602-4
R1 604-2 604-2 601-7 602-3
PP 600-4 600-4 600-4 599-4
S1 597-4 597-4 600-5 595-5
S2 593-6 593-6 600-0
S3 587-0 590-6 599-3
S4 580-2 584-0 597-4
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
5 618-0 589-0 29-0 4.8% 10-7 1.8% 42% False False 30,368
10 620-4 589-0 31-4 5.2% 9-4 1.6% 39% False False 27,360
20 680-4 589-0 91-4 15.2% 9-5 1.6% 13% False False 28,817
40 681-0 589-0 92-0 15.3% 8-4 1.4% 13% False False 22,507
60 745-4 589-0 156-4 26.0% 9-5 1.6% 8% False False 19,208
80 792-0 589-0 203-0 33.8% 9-4 1.6% 6% False False 16,120
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 632-2
2.618 621-1
1.618 614-3
1.000 610-2
0.618 607-5
HIGH 603-4
0.618 600-7
0.500 600-1
0.382 599-3
LOW 596-6
0.618 592-5
1.000 590-0
1.618 585-7
2.618 579-1
4.250 568-0
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 600-7 600-2
PP 600-4 599-2
S1 600-1 598-2

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

View Archives - Comment on this page... - Back to Index of Symbols