CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 664-0 640-0 -24-0 -3.6% 651-0
High 665-0 640-0 -25-0 -3.8% 670-0
Low 641-2 625-0 -16-2 -2.5% 640-4
Close 641-2 625-4 -15-6 -2.5% 662-2
Range 23-6 15-0 -8-6 -36.8% 29-4
ATR 15-1 15-2 0-1 0.5% 0-0
Volume 1,771 1,644 -127 -7.2% 59,691
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 675-1 665-3 633-6
R3 660-1 650-3 629-5
R2 645-1 645-1 628-2
R1 635-3 635-3 626-7 632-6
PP 630-1 630-1 630-1 628-7
S1 620-3 620-3 624-1 617-6
S2 615-1 615-1 622-6
S3 600-1 605-3 621-3
S4 585-1 590-3 617-2
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 746-1 733-5 678-4
R3 716-5 704-1 670-3
R2 687-1 687-1 667-5
R1 674-5 674-5 665-0 680-7
PP 657-5 657-5 657-5 660-6
S1 645-1 645-1 659-4 651-3
S2 628-1 628-1 656-7
S3 598-5 615-5 654-1
S4 569-1 586-1 646-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 677-0 625-0 52-0 8.3% 15-0 2.4% 1% False True 3,345
10 677-0 625-0 52-0 8.3% 15-2 2.4% 1% False True 15,905
20 677-0 600-0 77-0 12.3% 14-0 2.2% 33% False False 66,444
40 677-0 600-0 77-0 12.3% 12-6 2.0% 33% False False 111,657
60 677-0 600-0 77-0 12.3% 12-1 1.9% 33% False False 122,414
80 677-0 599-2 77-6 12.4% 11-2 1.8% 34% False False 108,008
100 677-0 590-0 87-0 13.9% 10-4 1.7% 41% False False 93,349
120 677-0 587-0 90-0 14.4% 10-3 1.7% 43% False False 82,259
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 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 703-6
2.618 679-2
1.618 664-2
1.000 655-0
0.618 649-2
HIGH 640-0
0.618 634-2
0.500 632-4
0.382 630-6
LOW 625-0
0.618 615-6
1.000 610-0
1.618 600-6
2.618 585-6
4.250 561-2
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 632-4 651-0
PP 630-1 642-4
S1 627-7 634-0

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

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