CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 654-0 656-0 2-0 0.3% 615-0
High 663-0 657-4 -5-4 -0.8% 655-4
Low 652-0 641-0 -11-0 -1.7% 610-4
Close 659-6 642-2 -17-4 -2.7% 653-0
Range 11-0 16-4 5-4 50.0% 45-0
ATR 15-0 15-2 0-2 1.8% 0-0
Volume 14,916 8,209 -6,707 -45.0% 441,309
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 696-3 685-7 651-3
R3 679-7 669-3 646-6
R2 663-3 663-3 645-2
R1 652-7 652-7 643-6 649-7
PP 646-7 646-7 646-7 645-4
S1 636-3 636-3 640-6 633-3
S2 630-3 630-3 639-2
S3 613-7 619-7 637-6
S4 597-3 603-3 633-1
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 774-5 758-7 677-6
R3 729-5 713-7 665-3
R2 684-5 684-5 661-2
R1 668-7 668-7 657-1 676-6
PP 639-5 639-5 639-5 643-5
S1 623-7 623-7 648-7 631-6
S2 594-5 594-5 644-6
S3 549-5 578-7 640-5
S4 504-5 533-7 628-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 663-0 610-4 52-4 8.2% 16-4 2.6% 60% False False 47,903
10 663-0 610-0 53-0 8.3% 14-6 2.3% 61% False False 69,734
20 663-2 600-0 63-2 9.8% 12-5 2.0% 67% False False 117,328
40 673-6 600-0 73-6 11.5% 12-6 2.0% 57% False False 136,328
60 673-6 600-0 73-6 11.5% 11-5 1.8% 57% False False 131,214
80 673-6 599-2 74-4 11.6% 10-5 1.7% 58% False False 111,211
100 673-6 587-0 86-6 13.5% 10-1 1.6% 64% False False 94,738
120 680-4 587-0 93-4 14.6% 10-0 1.6% 59% False False 83,751
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 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 727-5
2.618 700-6
1.618 684-2
1.000 674-0
0.618 667-6
HIGH 657-4
0.618 651-2
0.500 649-2
0.382 647-2
LOW 641-0
0.618 630-6
1.000 624-4
1.618 614-2
2.618 597-6
4.250 570-7
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 649-2 652-0
PP 646-7 648-6
S1 644-5 645-4

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

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