CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 593-6 602-0 8-2 1.4% 607-4
High 609-4 603-0 -6-4 -1.1% 609-4
Low 593-6 594-4 0-6 0.1% 589-0
Close 608-6 603-0 -5-6 -0.9% 603-0
Range 15-6 8-4 -7-2 -46.0% 20-4
ATR 11-6 12-0 0-1 1.5% 0-0
Volume 28,170 24,065 -4,105 -14.6% 146,728
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 625-5 622-7 607-5
R3 617-1 614-3 605-3
R2 608-5 608-5 604-4
R1 605-7 605-7 603-6 607-2
PP 600-1 600-1 600-1 600-7
S1 597-3 597-3 602-2 598-6
S2 591-5 591-5 601-4
S3 583-1 588-7 600-5
S4 574-5 580-3 598-3
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 662-0 653-0 614-2
R3 641-4 632-4 608-5
R2 621-0 621-0 606-6
R1 612-0 612-0 604-7 606-2
PP 600-4 600-4 600-4 597-5
S1 591-4 591-4 601-1 585-6
S2 580-0 580-0 599-2
S3 559-4 571-0 597-3
S4 539-0 550-4 591-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 609-4 589-0 20-4 3.4% 11-0 1.8% 68% False False 29,345
10 620-4 589-0 31-4 5.2% 10-3 1.7% 44% False False 27,632
20 663-6 589-0 74-6 12.4% 9-7 1.6% 19% False False 26,934
40 681-0 589-0 92-0 15.3% 8-6 1.5% 15% False False 22,599
60 726-0 589-0 137-0 22.7% 9-6 1.6% 10% False False 19,706
80 792-0 589-0 203-0 33.7% 9-5 1.6% 7% False False 16,682
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 639-1
2.618 625-2
1.618 616-6
1.000 611-4
0.618 608-2
HIGH 603-0
0.618 599-6
0.500 598-6
0.382 597-6
LOW 594-4
0.618 589-2
1.000 586-0
1.618 580-6
2.618 572-2
4.250 558-3
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 601-5 602-4
PP 600-1 602-1
S1 598-6 601-5

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

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