CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 617-2 615-4 -1-6 -0.3% 610-4
High 617-2 615-4 -1-6 -0.3% 624-4
Low 611-4 608-0 -3-4 -0.6% 606-6
Close 614-2 608-6 -5-4 -0.9% 608-6
Range 5-6 7-4 1-6 30.4% 17-6
ATR 11-2 11-0 -0-2 -2.4% 0-0
Volume 22,598 36,757 14,159 62.7% 123,526
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 633-2 628-4 612-7
R3 625-6 621-0 610-6
R2 618-2 618-2 610-1
R1 613-4 613-4 609-4 612-1
PP 610-6 610-6 610-6 610-0
S1 606-0 606-0 608-0 604-5
S2 603-2 603-2 607-3
S3 595-6 598-4 606-6
S4 588-2 591-0 604-5
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 666-5 655-3 618-4
R3 648-7 637-5 613-5
R2 631-1 631-1 612-0
R1 619-7 619-7 610-3 616-5
PP 613-3 613-3 613-3 611-6
S1 602-1 602-1 607-1 598-7
S2 595-5 595-5 605-4
S3 577-7 584-3 603-7
S4 560-1 566-5 599-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 624-4 606-6 17-6 2.9% 7-2 1.2% 11% False False 24,705
10 633-0 598-4 34-4 5.7% 7-3 1.2% 30% False False 24,585
20 683-0 598-4 84-4 13.9% 8-1 1.3% 12% False False 24,242
40 683-0 598-4 84-4 13.9% 9-0 1.5% 12% False False 21,622
60 768-6 598-4 170-2 28.0% 9-3 1.5% 6% False False 19,446
80 794-4 598-4 196-0 32.2% 9-0 1.5% 5% False False 16,981
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 0-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 647-3
2.618 635-1
1.618 627-5
1.000 623-0
0.618 620-1
HIGH 615-4
0.618 612-5
0.500 611-6
0.382 610-7
LOW 608-0
0.618 603-3
1.000 600-4
1.618 595-7
2.618 588-3
4.250 576-1
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 611-6 616-2
PP 610-6 613-6
S1 609-6 611-2

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

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