CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 606-4 599-4 -7-0 -1.2% 607-4
High 606-4 599-4 -7-0 -1.2% 609-4
Low 601-0 587-0 -14-0 -2.3% 589-0
Close 603-2 589-2 -14-0 -2.3% 603-0
Range 5-4 12-4 7-0 127.3% 20-4
ATR 11-3 11-6 0-3 3.0% 0-0
Volume 27,064 20,371 -6,693 -24.7% 146,728
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 629-3 621-7 596-1
R3 616-7 609-3 592-6
R2 604-3 604-3 591-4
R1 596-7 596-7 590-3 594-3
PP 591-7 591-7 591-7 590-6
S1 584-3 584-3 588-1 581-7
S2 579-3 579-3 587-0
S3 566-7 571-7 585-6
S4 554-3 559-3 582-3
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
5 609-4 587-0 22-4 3.8% 10-5 1.8% 10% False True 28,102
10 618-0 587-0 31-0 5.3% 10-6 1.8% 7% False True 29,235
20 660-0 587-0 73-0 12.4% 9-7 1.7% 3% False True 26,886
40 681-0 587-0 94-0 16.0% 9-1 1.5% 2% False True 23,740
60 706-0 587-0 119-0 20.2% 9-5 1.6% 2% False True 20,620
80 792-0 587-0 205-0 34.8% 9-7 1.7% 1% False True 17,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 652-5
2.618 632-2
1.618 619-6
1.000 612-0
0.618 607-2
HIGH 599-4
0.618 594-6
0.500 593-2
0.382 591-6
LOW 587-0
0.618 579-2
1.000 574-4
1.618 566-6
2.618 554-2
4.250 533-7
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 593-2 596-6
PP 591-7 594-2
S1 590-5 591-6

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

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