CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 649-0 644-4 -4-4 -0.7% 624-0
High 650-0 648-0 -2-0 -0.3% 650-0
Low 639-2 641-4 2-2 0.4% 620-0
Close 640-0 647-4 7-4 1.2% 647-4
Range 10-6 6-4 -4-2 -39.5% 30-0
ATR 11-7 11-5 -0-2 -2.3% 0-0
Volume 60,449 50,340 -10,109 -16.7% 242,189
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 665-1 662-7 651-1
R3 658-5 656-3 649-2
R2 652-1 652-1 648-6
R1 649-7 649-7 648-1 651-0
PP 645-5 645-5 645-5 646-2
S1 643-3 643-3 646-7 644-4
S2 639-1 639-1 646-2
S3 632-5 636-7 645-6
S4 626-1 630-3 643-7
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 729-1 718-3 664-0
R3 699-1 688-3 655-6
R2 669-1 669-1 653-0
R1 658-3 658-3 650-2 663-6
PP 639-1 639-1 639-1 641-7
S1 628-3 628-3 644-6 633-6
S2 609-1 609-1 642-0
S3 579-1 598-3 639-2
S4 549-1 568-3 631-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 650-0 620-0 30-0 4.6% 10-0 1.5% 92% False False 48,437
10 650-0 599-2 50-6 7.8% 9-2 1.4% 95% False False 52,914
20 671-0 599-2 71-6 11.1% 7-6 1.2% 67% False False 46,465
40 671-0 587-0 84-0 13.0% 8-4 1.3% 72% False False 36,877
60 681-0 587-0 94-0 14.5% 8-6 1.3% 64% False False 33,141
80 681-0 587-0 94-0 14.5% 8-6 1.4% 64% False False 28,397
100 776-0 587-0 189-0 29.2% 9-1 1.4% 32% False False 25,089
120 792-0 587-0 205-0 31.7% 8-6 1.3% 30% False False 21,862
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 675-5
2.618 665-0
1.618 658-4
1.000 654-4
0.618 652-0
HIGH 648-0
0.618 645-4
0.500 644-6
0.382 644-0
LOW 641-4
0.618 637-4
1.000 635-0
1.618 631-0
2.618 624-4
4.250 613-7
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 646-5 645-3
PP 645-5 643-1
S1 644-6 641-0

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

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