CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 643-4 649-0 5-4 0.9% 603-4
High 652-6 649-2 -3-4 -0.5% 633-0
Low 641-4 644-4 3-0 0.5% 603-0
Close 650-2 646-2 -4-0 -0.6% 628-0
Range 11-2 4-6 -6-4 -57.8% 30-0
ATR 11-0 10-5 -0-3 -3.4% 0-0
Volume 20,446 24,427 3,981 19.5% 133,557
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 660-7 658-3 648-7
R3 656-1 653-5 647-4
R2 651-3 651-3 647-1
R1 648-7 648-7 646-5 647-6
PP 646-5 646-5 646-5 646-1
S1 644-1 644-1 645-7 643-0
S2 641-7 641-7 645-3
S3 637-1 639-3 645-0
S4 632-3 634-5 643-5
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
5 652-6 624-4 28-2 4.4% 7-4 1.2% 77% False False 20,180
10 652-6 587-0 65-6 10.2% 7-4 1.2% 90% False False 25,062
20 652-6 587-0 65-6 10.2% 9-1 1.4% 90% False False 27,149
40 681-0 587-0 94-0 14.5% 8-7 1.4% 63% False False 26,810
60 681-0 587-0 94-0 14.5% 9-0 1.4% 63% False False 22,496
80 770-0 587-0 183-0 28.3% 9-3 1.5% 32% False False 19,942
100 792-0 587-0 205-0 31.7% 9-0 1.4% 29% False False 17,124
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 669-4
2.618 661-5
1.618 656-7
1.000 654-0
0.618 652-1
HIGH 649-2
0.618 647-3
0.500 646-7
0.382 646-3
LOW 644-4
0.618 641-5
1.000 639-6
1.618 636-7
2.618 632-1
4.250 624-2
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 646-7 645-4
PP 646-5 644-5
S1 646-4 643-7

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

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