CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 655-0 660-0 5-0 0.8% 669-0
High 656-0 666-0 10-0 1.5% 671-0
Low 650-4 659-0 8-4 1.3% 650-0
Close 650-6 659-4 8-6 1.3% 650-6
Range 5-4 7-0 1-4 27.3% 21-0
ATR 10-5 11-0 0-3 3.1% 0-0
Volume 60,265 47,177 -13,088 -21.7% 163,538
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 682-4 678-0 663-3
R3 675-4 671-0 661-3
R2 668-4 668-4 660-6
R1 664-0 664-0 660-1 662-6
PP 661-4 661-4 661-4 660-7
S1 657-0 657-0 658-7 655-6
S2 654-4 654-4 658-2
S3 647-4 650-0 657-5
S4 640-4 643-0 655-5
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 720-2 706-4 662-2
R3 699-2 685-4 656-4
R2 678-2 678-2 654-5
R1 664-4 664-4 652-5 660-7
PP 657-2 657-2 657-2 655-4
S1 643-4 643-4 648-7 639-7
S2 636-2 636-2 646-7
S3 615-2 622-4 645-0
S4 594-2 601-4 639-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 671-0 650-0 21-0 3.2% 6-7 1.0% 45% False False 42,143
10 671-0 624-4 46-4 7.1% 7-0 1.1% 75% False False 31,217
20 671-0 587-0 84-0 12.7% 7-5 1.2% 86% False False 29,796
40 671-0 587-0 84-0 12.7% 8-5 1.3% 86% False False 29,121
60 681-0 587-0 94-0 14.3% 8-3 1.3% 77% False False 24,965
80 741-0 587-0 154-0 23.4% 9-3 1.4% 47% False False 22,096
100 792-0 587-0 205-0 31.1% 9-2 1.4% 35% False False 19,113
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 695-6
2.618 684-3
1.618 677-3
1.000 673-0
0.618 670-3
HIGH 666-0
0.618 663-3
0.500 662-4
0.382 661-5
LOW 659-0
0.618 654-5
1.000 652-0
1.618 647-5
2.618 640-5
4.250 629-2
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 662-4 659-0
PP 661-4 658-4
S1 660-4 658-0

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

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