CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 638-2 640-0 1-6 0.3% 651-0
High 639-2 644-0 4-6 0.7% 666-0
Low 630-6 637-4 6-6 1.1% 647-0
Close 636-0 637-4 1-4 0.2% 658-2
Range 8-4 6-4 -2-0 -23.5% 19-0
ATR 13-2 12-7 -0-3 -2.8% 0-0
Volume 184,688 185,528 840 0.5% 469,915
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 659-1 654-7 641-1
R3 652-5 648-3 639-2
R2 646-1 646-1 638-6
R1 641-7 641-7 638-1 640-6
PP 639-5 639-5 639-5 639-1
S1 635-3 635-3 636-7 634-2
S2 633-1 633-1 636-2
S3 626-5 628-7 635-6
S4 620-1 622-3 633-7
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 714-1 705-1 668-6
R3 695-1 686-1 663-4
R2 676-1 676-1 661-6
R1 667-1 667-1 660-0 671-5
PP 657-1 657-1 657-1 659-2
S1 648-1 648-1 656-4 652-5
S2 638-1 638-1 654-6
S3 619-1 629-1 653-0
S4 600-1 610-1 647-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 663-2 630-6 32-4 5.1% 9-6 1.5% 21% False False 176,753
10 666-0 603-2 62-6 9.8% 12-2 1.9% 55% False False 165,409
20 673-6 603-2 70-4 11.1% 11-4 1.8% 49% False False 156,869
40 673-6 603-2 70-4 11.1% 11-2 1.8% 49% False False 150,400
60 673-6 599-2 74-4 11.7% 10-3 1.6% 51% False False 121,862
80 673-6 590-0 83-6 13.1% 9-5 1.5% 57% False False 100,075
100 673-6 587-0 86-6 13.6% 9-5 1.5% 58% False False 85,422
120 681-0 587-0 94-0 14.7% 9-3 1.5% 54% False False 74,638
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 3-2
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 671-5
2.618 661-0
1.618 654-4
1.000 650-4
0.618 648-0
HIGH 644-0
0.618 641-4
0.500 640-6
0.382 640-0
LOW 637-4
0.618 633-4
1.000 631-0
1.618 627-0
2.618 620-4
4.250 609-7
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 640-6 640-7
PP 639-5 639-6
S1 638-5 638-5

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

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