CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 590-4 590-4 0-0 0.0% 594-4
High 590-4 594-0 3-4 0.6% 606-4
Low 587-0 590-0 3-0 0.5% 587-0
Close 587-6 591-6 4-0 0.7% 591-6
Range 3-4 4-0 0-4 14.3% 19-4
ATR 11-1 10-6 -0-3 -3.1% 0-0
Volume 19,718 37,960 18,242 92.5% 145,953
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 603-7 601-7 594-0
R3 599-7 597-7 592-7
R2 595-7 595-7 592-4
R1 593-7 593-7 592-1 594-7
PP 591-7 591-7 591-7 592-4
S1 589-7 589-7 591-3 590-7
S2 587-7 587-7 591-0
S3 583-7 585-7 590-5
S4 579-7 581-7 589-4
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 653-5 642-1 602-4
R3 634-1 622-5 597-1
R2 614-5 614-5 595-3
R1 603-1 603-1 593-4 599-1
PP 595-1 595-1 595-1 593-0
S1 583-5 583-5 590-0 579-5
S2 575-5 575-5 588-1
S3 556-1 564-1 586-3
S4 536-5 544-5 581-0
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% 7-2 1.2% 24% False False 29,190
10 609-4 587-0 22-4 3.8% 9-1 1.5% 21% False False 29,268
20 629-4 587-0 42-4 7.2% 8-7 1.5% 11% False False 27,400
40 681-0 587-0 94-0 15.9% 8-7 1.5% 5% False False 24,404
60 684-4 587-0 97-4 16.5% 9-4 1.6% 5% False False 21,269
80 792-0 587-0 205-0 34.6% 9-7 1.7% 2% False False 18,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 611-0
2.618 604-4
1.618 600-4
1.000 598-0
0.618 596-4
HIGH 594-0
0.618 592-4
0.500 592-0
0.382 591-4
LOW 590-0
0.618 587-4
1.000 586-0
1.618 583-4
2.618 579-4
4.250 573-0
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 592-0 593-2
PP 591-7 592-6
S1 591-7 592-2

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

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