CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 659-4 653-4 -6-0 -0.9% 669-0
High 661-6 661-0 -0-6 -0.1% 671-0
Low 655-6 653-4 -2-2 -0.3% 650-0
Close 659-2 658-2 -1-0 -0.2% 650-6
Range 6-0 7-4 1-4 25.0% 21-0
ATR 10-5 10-3 -0-2 -2.1% 0-0
Volume 36,632 37,143 511 1.4% 163,538
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 680-1 676-5 662-3
R3 672-5 669-1 660-2
R2 665-1 665-1 659-5
R1 661-5 661-5 659-0 663-3
PP 657-5 657-5 657-5 658-4
S1 654-1 654-1 657-4 655-7
S2 650-1 650-1 656-7
S3 642-5 646-5 656-2
S4 635-1 639-1 654-1
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
5 666-0 650-0 16-0 2.4% 7-1 1.1% 52% False False 44,763
10 671-0 641-4 29-4 4.5% 7-0 1.1% 57% False False 35,161
20 671-0 587-0 84-0 12.8% 7-2 1.1% 85% False False 30,240
40 671-0 587-0 84-0 12.8% 8-5 1.3% 85% False False 28,875
60 681-0 587-0 94-0 14.3% 8-3 1.3% 76% False False 25,575
80 722-4 587-0 135-4 20.6% 9-1 1.4% 53% False False 22,685
100 792-0 587-0 205-0 31.1% 9-2 1.4% 35% False False 19,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 692-7
2.618 680-5
1.618 673-1
1.000 668-4
0.618 665-5
HIGH 661-0
0.618 658-1
0.500 657-2
0.382 656-3
LOW 653-4
0.618 648-7
1.000 646-0
1.618 641-3
2.618 633-7
4.250 621-5
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 657-7 659-6
PP 657-5 659-2
S1 657-2 658-6

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

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