CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 653-4 622-0 -31-4 -4.8% 669-0
High 661-0 622-0 -39-0 -5.9% 671-0
Low 653-4 618-2 -35-2 -5.4% 650-0
Close 658-2 618-2 -40-0 -6.1% 650-6
Range 7-4 3-6 -3-6 -50.0% 21-0
ATR 10-3 12-4 2-1 20.4% 0-0
Volume 37,143 69,005 31,862 85.8% 163,538
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 630-6 628-2 620-2
R3 627-0 624-4 619-2
R2 623-2 623-2 619-0
R1 620-6 620-6 618-5 620-1
PP 619-4 619-4 619-4 619-2
S1 617-0 617-0 617-7 616-3
S2 615-6 615-6 617-4
S3 612-0 613-2 617-2
S4 608-2 609-4 616-2
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
5 666-0 618-2 47-6 7.7% 6-0 1.0% 0% False True 50,044
10 671-0 618-2 52-6 8.5% 6-2 1.0% 0% False True 40,017
20 671-0 587-0 84-0 13.6% 7-2 1.2% 37% False False 32,337
40 671-0 587-0 84-0 13.6% 8-4 1.4% 37% False False 29,780
60 681-0 587-0 94-0 15.2% 8-2 1.3% 33% False False 26,461
80 722-4 587-0 135-4 21.9% 9-0 1.5% 23% False False 23,436
100 792-0 587-0 205-0 33.2% 9-2 1.5% 15% False False 20,426
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-0
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 638-0
2.618 631-7
1.618 628-1
1.000 625-6
0.618 624-3
HIGH 622-0
0.618 620-5
0.500 620-1
0.382 619-5
LOW 618-2
0.618 615-7
1.000 614-4
1.618 612-1
2.618 608-3
4.250 602-2
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 620-1 640-0
PP 619-4 632-6
S1 618-7 625-4

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

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