CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 667-0 659-4 -7-4 -1.1% 635-0
High 668-0 659-4 -8-4 -1.3% 655-6
Low 663-0 650-0 -13-0 -2.0% 635-0
Close 666-6 651-4 -15-2 -2.3% 654-6
Range 5-0 9-4 4-4 90.0% 20-6
ATR 10-5 11-0 0-4 4.2% 0-0
Volume 42,766 42,602 -164 -0.4% 81,642
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 682-1 676-3 656-6
R3 672-5 666-7 654-1
R2 663-1 663-1 653-2
R1 657-3 657-3 652-3 655-4
PP 653-5 653-5 653-5 652-6
S1 647-7 647-7 650-5 646-0
S2 644-1 644-1 649-6
S3 634-5 638-3 648-7
S4 625-1 628-7 646-2
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 710-6 703-4 666-1
R3 690-0 682-6 660-4
R2 669-2 669-2 658-4
R1 662-0 662-0 656-5 665-5
PP 648-4 648-4 648-4 650-2
S1 641-2 641-2 652-7 644-7
S2 627-6 627-6 651-0
S3 607-0 620-4 649-0
S4 586-2 599-6 643-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 671-0 644-4 26-4 4.1% 6-4 1.0% 26% False False 29,989
10 671-0 610-0 61-0 9.4% 8-0 1.2% 68% False False 24,581
20 671-0 587-0 84-0 12.9% 8-1 1.2% 77% False False 28,117
40 681-0 587-0 94-0 14.4% 8-7 1.4% 69% False False 28,053
60 681-0 587-0 94-0 14.4% 8-7 1.4% 69% False False 23,818
80 747-0 587-0 160-0 24.6% 9-2 1.4% 40% False False 20,974
100 792-0 587-0 205-0 31.5% 9-1 1.4% 31% False False 18,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 699-7
2.618 684-3
1.618 674-7
1.000 669-0
0.618 665-3
HIGH 659-4
0.618 655-7
0.500 654-6
0.382 653-5
LOW 650-0
0.618 644-1
1.000 640-4
1.618 634-5
2.618 625-1
4.250 609-5
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 654-6 660-4
PP 653-5 657-4
S1 652-5 654-4

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

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