CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 605-6 611-4 5-6 0.9% 616-0
High 613-0 618-4 5-4 0.9% 618-4
Low 604-0 610-4 6-4 1.1% 599-2
Close 612-0 616-6 4-6 0.8% 616-6
Range 9-0 8-0 -1-0 -11.1% 19-2
ATR 12-2 12-0 -0-2 -2.5% 0-0
Volume 64,792 79,567 14,775 22.8% 233,963
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 639-2 636-0 621-1
R3 631-2 628-0 619-0
R2 623-2 623-2 618-2
R1 620-0 620-0 617-4 621-5
PP 615-2 615-2 615-2 616-0
S1 612-0 612-0 616-0 613-5
S2 607-2 607-2 615-2
S3 599-2 604-0 614-4
S4 591-2 596-0 612-3
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 669-2 662-2 627-3
R3 650-0 643-0 622-0
R2 630-6 630-6 620-2
R1 623-6 623-6 618-4 627-2
PP 611-4 611-4 611-4 613-2
S1 604-4 604-4 615-0 608-0
S2 592-2 592-2 613-2
S3 573-0 585-2 611-4
S4 553-6 566-0 606-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 618-4 599-2 19-2 3.1% 8-4 1.4% 91% True False 57,390
10 666-0 599-2 66-6 10.8% 7-2 1.2% 26% False False 53,717
20 671-0 599-2 71-6 11.6% 7-5 1.2% 24% False False 39,149
40 671-0 587-0 84-0 13.6% 8-1 1.3% 35% False False 33,810
60 681-0 587-0 94-0 15.2% 8-4 1.4% 32% False False 30,084
80 684-4 587-0 97-4 15.8% 9-0 1.5% 31% False False 26,335
100 792-0 587-0 205-0 33.2% 9-2 1.5% 15% False False 23,034
120 792-0 587-0 205-0 33.2% 8-6 1.4% 15% False False 20,066
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 652-4
2.618 639-4
1.618 631-4
1.000 626-4
0.618 623-4
HIGH 618-4
0.618 615-4
0.500 614-4
0.382 613-4
LOW 610-4
0.618 605-4
1.000 602-4
1.618 597-4
2.618 589-4
4.250 576-4
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 616-0 614-1
PP 615-2 611-4
S1 614-4 608-7

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

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