CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 603-0 593-6 -9-2 -1.5% 608-0
High 603-4 609-4 6-0 1.0% 620-4
Low 596-6 593-6 -3-0 -0.5% 602-2
Close 601-2 608-6 7-4 1.2% 603-0
Range 6-6 15-6 9-0 133.3% 18-2
ATR 11-4 11-6 0-2 2.7% 0-0
Volume 45,684 28,170 -17,514 -38.3% 129,596
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 651-2 645-6 617-3
R3 635-4 630-0 613-1
R2 619-6 619-6 611-5
R1 614-2 614-2 610-2 617-0
PP 604-0 604-0 604-0 605-3
S1 598-4 598-4 607-2 601-2
S2 588-2 588-2 605-7
S3 572-4 582-6 604-3
S4 556-6 567-0 600-1
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
5 613-0 589-0 24-0 3.9% 11-4 1.9% 82% False False 31,108
10 620-4 589-0 31-4 5.2% 10-5 1.7% 63% False False 28,323
20 664-0 589-0 75-0 12.3% 9-5 1.6% 26% False False 28,446
40 681-0 589-0 92-0 15.1% 8-7 1.5% 21% False False 22,549
60 741-0 589-0 152-0 25.0% 10-0 1.6% 13% False False 19,530
80 792-0 589-0 203-0 33.3% 9-5 1.6% 10% False False 16,443
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 676-4
2.618 650-6
1.618 635-0
1.000 625-2
0.618 619-2
HIGH 609-4
0.618 603-4
0.500 601-5
0.382 599-6
LOW 593-6
0.618 584-0
1.000 578-0
1.618 568-2
2.618 552-4
4.250 526-6
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 606-3 605-5
PP 604-0 602-3
S1 601-5 599-2

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

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