CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 622-0 615-2 -6-6 -1.1% 660-0
High 622-0 616-4 -5-4 -0.9% 666-0
Low 618-2 605-4 -12-6 -2.1% 605-4
Close 618-2 606-4 -11-6 -1.9% 606-4
Range 3-6 11-0 7-2 193.3% 60-4
ATR 12-4 12-4 0-0 0.1% 0-0
Volume 69,005 52,991 -16,014 -23.2% 242,948
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 642-4 635-4 612-4
R3 631-4 624-4 609-4
R2 620-4 620-4 608-4
R1 613-4 613-4 607-4 611-4
PP 609-4 609-4 609-4 608-4
S1 602-4 602-4 605-4 600-4
S2 598-4 598-4 604-4
S3 587-4 591-4 603-4
S4 576-4 580-4 600-4
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 807-4 767-4 639-6
R3 747-0 707-0 623-1
R2 686-4 686-4 617-5
R1 646-4 646-4 612-0 636-2
PP 626-0 626-0 626-0 620-7
S1 586-0 586-0 601-0 575-6
S2 565-4 565-4 595-3
S3 505-0 525-4 589-7
S4 444-4 465-0 573-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 666-0 605-4 60-4 10.0% 7-0 1.2% 2% False True 48,589
10 671-0 605-4 65-4 10.8% 6-7 1.1% 2% False True 42,873
20 671-0 587-0 84-0 13.8% 7-1 1.2% 23% False False 33,968
40 671-0 587-0 84-0 13.8% 8-4 1.4% 23% False False 30,427
60 681-0 587-0 94-0 15.5% 8-4 1.4% 21% False False 27,149
80 706-0 587-0 119-0 19.6% 9-0 1.5% 16% False False 23,957
100 792-0 587-0 205-0 33.8% 9-3 1.5% 10% False False 20,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 663-2
2.618 645-2
1.618 634-2
1.000 627-4
0.618 623-2
HIGH 616-4
0.618 612-2
0.500 611-0
0.382 609-6
LOW 605-4
0.618 598-6
1.000 594-4
1.618 587-6
2.618 576-6
4.250 558-6
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 611-0 633-2
PP 609-4 624-3
S1 608-0 615-3

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

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