CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 626-2 627-0 0-6 0.1% 603-4
High 633-0 629-0 -4-0 -0.6% 633-0
Low 625-0 624-4 -0-4 -0.1% 603-0
Close 626-2 628-0 1-6 0.3% 628-0
Range 8-0 4-4 -3-4 -43.8% 30-0
ATR 11-1 10-5 -0-4 -4.2% 0-0
Volume 21,692 19,814 -1,878 -8.7% 133,557
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 640-5 638-7 630-4
R3 636-1 634-3 629-2
R2 631-5 631-5 628-7
R1 629-7 629-7 628-3 630-6
PP 627-1 627-1 627-1 627-5
S1 625-3 625-3 627-5 626-2
S2 622-5 622-5 627-1
S3 618-1 620-7 626-6
S4 613-5 616-3 625-4
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 711-3 699-5 644-4
R3 681-3 669-5 636-2
R2 651-3 651-3 633-4
R1 639-5 639-5 630-6 645-4
PP 621-3 621-3 621-3 624-2
S1 609-5 609-5 625-2 615-4
S2 591-3 591-3 622-4
S3 561-3 579-5 619-6
S4 531-3 549-5 611-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 633-0 603-0 30-0 4.8% 8-3 1.3% 83% False False 26,711
10 633-0 587-0 46-0 7.3% 7-7 1.2% 89% False False 27,951
20 633-0 587-0 46-0 7.3% 9-1 1.5% 89% False False 27,791
40 681-0 587-0 94-0 15.0% 9-0 1.4% 44% False False 26,265
60 681-0 587-0 94-0 15.0% 9-2 1.5% 44% False False 22,438
80 780-4 587-0 193-4 30.8% 9-6 1.5% 21% False False 19,508
100 792-0 587-0 205-0 32.6% 8-7 1.4% 20% False False 16,680
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 648-1
2.618 640-6
1.618 636-2
1.000 633-4
0.618 631-6
HIGH 629-0
0.618 627-2
0.500 626-6
0.382 626-2
LOW 624-4
0.618 621-6
1.000 620-0
1.618 617-2
2.618 612-6
4.250 605-3
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 627-5 625-7
PP 627-1 623-5
S1 626-6 621-4

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

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