CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 640-0 636-0 -4-0 -0.6% 658-0
High 644-0 636-0 -8-0 -1.2% 658-0
Low 637-4 625-0 -12-4 -2.0% 625-0
Close 637-4 629-2 -8-2 -1.3% 629-2
Range 6-4 11-0 4-4 69.2% 33-0
ATR 12-7 12-7 0-0 -0.2% 0-0
Volume 185,528 187,340 1,812 1.0% 941,202
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 663-1 657-1 635-2
R3 652-1 646-1 632-2
R2 641-1 641-1 631-2
R1 635-1 635-1 630-2 632-5
PP 630-1 630-1 630-1 628-6
S1 624-1 624-1 628-2 621-5
S2 619-1 619-1 627-2
S3 608-1 613-1 626-2
S4 597-1 602-1 623-2
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 736-3 715-7 647-3
R3 703-3 682-7 638-3
R2 670-3 670-3 635-2
R1 649-7 649-7 632-2 643-5
PP 637-3 637-3 637-3 634-2
S1 616-7 616-7 626-2 610-5
S2 604-3 604-3 623-2
S3 571-3 583-7 620-1
S4 538-3 550-7 611-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 658-0 625-0 33-0 5.2% 10-2 1.6% 13% False True 188,240
10 666-0 625-0 41-0 6.5% 11-5 1.8% 10% False True 163,106
20 673-6 603-2 70-4 11.2% 11-4 1.8% 37% False False 157,594
40 673-6 603-2 70-4 11.2% 11-1 1.8% 37% False False 152,226
60 673-6 603-2 70-4 11.2% 10-3 1.6% 37% False False 124,068
80 673-6 599-2 74-4 11.8% 9-5 1.5% 40% False False 101,942
100 673-6 587-0 86-6 13.8% 9-4 1.5% 49% False False 87,034
120 681-0 587-0 94-0 14.9% 9-3 1.5% 45% False False 76,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 682-6
2.618 664-6
1.618 653-6
1.000 647-0
0.618 642-6
HIGH 636-0
0.618 631-6
0.500 630-4
0.382 629-2
LOW 625-0
0.618 618-2
1.000 614-0
1.618 607-2
2.618 596-2
4.250 578-2
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 630-4 634-4
PP 630-1 632-6
S1 629-5 631-0

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

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