CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 615-2 616-0 0-6 0.1% 660-0
High 616-4 616-0 -0-4 -0.1% 666-0
Low 605-4 609-2 3-6 0.6% 605-4
Close 606-4 610-6 4-2 0.7% 606-4
Range 11-0 6-6 -4-2 -38.6% 60-4
ATR 12-4 12-2 -0-2 -1.7% 0-0
Volume 52,991 34,621 -18,370 -34.7% 242,948
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 632-2 628-2 614-4
R3 625-4 621-4 612-5
R2 618-6 618-6 612-0
R1 614-6 614-6 611-3 613-3
PP 612-0 612-0 612-0 611-2
S1 608-0 608-0 610-1 606-5
S2 605-2 605-2 609-4
S3 598-4 601-2 608-7
S4 591-6 594-4 607-0
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
5 661-6 605-4 56-2 9.2% 7-0 1.1% 9% False False 46,078
10 671-0 605-4 65-4 10.7% 7-0 1.1% 8% False False 44,110
20 671-0 590-0 81-0 13.3% 7-2 1.2% 26% False False 34,713
40 671-0 587-0 84-0 13.8% 8-5 1.4% 28% False False 30,762
60 681-0 587-0 94-0 15.4% 8-4 1.4% 25% False False 27,413
80 688-0 587-0 101-0 16.5% 9-1 1.5% 24% False False 24,240
100 792-0 587-0 205-0 33.6% 9-3 1.5% 12% False False 21,229
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 644-6
2.618 633-5
1.618 626-7
1.000 622-6
0.618 620-1
HIGH 616-0
0.618 613-3
0.500 612-5
0.382 611-7
LOW 609-2
0.618 605-1
1.000 602-4
1.618 598-3
2.618 591-5
4.250 580-4
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 612-5 613-6
PP 612-0 612-6
S1 611-3 611-6

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

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