CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 602-0 594-4 -7-4 -1.2% 607-4
High 603-0 604-6 1-6 0.3% 609-4
Low 594-4 594-0 -0-4 -0.1% 589-0
Close 603-0 602-4 -0-4 -0.1% 603-0
Range 8-4 10-6 2-2 26.5% 20-4
ATR 12-0 11-7 -0-1 -0.7% 0-0
Volume 24,065 40,840 16,775 69.7% 146,728
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 632-5 628-3 608-3
R3 621-7 617-5 605-4
R2 611-1 611-1 604-4
R1 606-7 606-7 603-4 609-0
PP 600-3 600-3 600-3 601-4
S1 596-1 596-1 601-4 598-2
S2 589-5 589-5 600-4
S3 578-7 585-3 599-4
S4 568-1 574-5 596-5
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% 11-4 1.9% 66% False False 33,291
10 620-4 589-0 31-4 5.2% 11-0 1.8% 43% False False 30,008
20 660-0 589-0 71-0 11.8% 9-7 1.6% 19% False False 27,511
40 681-0 589-0 92-0 15.3% 8-7 1.5% 15% False False 23,243
60 722-4 589-0 133-4 22.2% 9-6 1.6% 10% False False 20,167
80 792-0 589-0 203-0 33.7% 9-6 1.6% 7% False False 17,140
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 0-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 650-4
2.618 632-7
1.618 622-1
1.000 615-4
0.618 611-3
HIGH 604-6
0.618 600-5
0.500 599-3
0.382 598-1
LOW 594-0
0.618 587-3
1.000 583-2
1.618 576-5
2.618 565-7
4.250 548-2
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 601-4 602-2
PP 600-3 601-7
S1 599-3 601-5

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

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