CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 599-4 590-4 -9-0 -1.5% 607-4
High 599-4 590-4 -9-0 -1.5% 609-4
Low 587-0 587-0 0-0 0.0% 589-0
Close 589-2 587-6 -1-4 -0.3% 603-0
Range 12-4 3-4 -9-0 -72.0% 20-4
ATR 11-6 11-1 -0-5 -5.0% 0-0
Volume 20,371 19,718 -653 -3.2% 146,728
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 598-7 596-7 589-5
R3 595-3 593-3 588-6
R2 591-7 591-7 588-3
R1 589-7 589-7 588-1 589-1
PP 588-3 588-3 588-3 588-0
S1 586-3 586-3 587-3 585-5
S2 584-7 584-7 587-1
S3 581-3 582-7 586-6
S4 577-7 579-3 585-7
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
5 606-4 587-0 19-4 3.3% 8-1 1.4% 4% False True 26,411
10 613-0 587-0 26-0 4.4% 9-7 1.7% 3% False True 28,760
20 651-2 587-0 64-2 10.9% 9-7 1.7% 1% False True 26,812
40 681-0 587-0 94-0 16.0% 9-1 1.5% 1% False True 23,763
60 688-0 587-0 101-0 17.2% 9-6 1.7% 1% False True 20,749
80 792-0 587-0 205-0 34.9% 9-7 1.7% 0% False True 17,858
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 605-3
2.618 599-5
1.618 596-1
1.000 594-0
0.618 592-5
HIGH 590-4
0.618 589-1
0.500 588-6
0.382 588-3
LOW 587-0
0.618 584-7
1.000 583-4
1.618 581-3
2.618 577-7
4.250 572-1
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 588-6 596-6
PP 588-3 593-6
S1 588-1 590-6

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

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