CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 594-4 606-4 12-0 2.0% 607-4
High 604-6 606-4 1-6 0.3% 609-4
Low 594-0 601-0 7-0 1.2% 589-0
Close 602-4 603-2 0-6 0.1% 603-0
Range 10-6 5-4 -5-2 -48.8% 20-4
ATR 11-7 11-3 -0-4 -3.8% 0-0
Volume 40,840 27,064 -13,776 -33.7% 146,728
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 620-1 617-1 606-2
R3 614-5 611-5 604-6
R2 609-1 609-1 604-2
R1 606-1 606-1 603-6 604-7
PP 603-5 603-5 603-5 603-0
S1 600-5 600-5 602-6 599-3
S2 598-1 598-1 602-2
S3 592-5 595-1 601-6
S4 587-1 589-5 600-2
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
5 609-4 593-6 15-6 2.6% 9-4 1.6% 60% False False 33,164
10 620-4 589-0 31-4 5.2% 10-3 1.7% 45% False False 29,922
20 660-0 589-0 71-0 11.8% 9-6 1.6% 20% False False 27,223
40 681-0 589-0 92-0 15.3% 8-7 1.5% 15% False False 23,523
60 722-4 589-0 133-4 22.1% 9-5 1.6% 11% False False 20,469
80 792-0 589-0 203-0 33.7% 9-7 1.6% 7% False False 17,449
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 629-7
2.618 620-7
1.618 615-3
1.000 612-0
0.618 609-7
HIGH 606-4
0.618 604-3
0.500 603-6
0.382 603-1
LOW 601-0
0.618 597-5
1.000 595-4
1.618 592-1
2.618 586-5
4.250 577-5
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 603-6 602-2
PP 603-5 601-2
S1 603-3 600-2

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

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