CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 615-4 614-0 -1-4 -0.2% 610-4
High 615-4 614-0 -1-4 -0.2% 624-4
Low 608-0 606-6 -1-2 -0.2% 606-6
Close 608-6 606-0 -2-6 -0.5% 608-6
Range 7-4 7-2 -0-2 -3.3% 17-6
ATR 11-0 10-6 -0-2 -2.4% 0-0
Volume 36,757 32,910 -3,847 -10.5% 123,526
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 630-5 625-5 610-0
R3 623-3 618-3 608-0
R2 616-1 616-1 607-3
R1 611-1 611-1 606-5 610-0
PP 608-7 608-7 608-7 608-3
S1 603-7 603-7 605-3 602-6
S2 601-5 601-5 604-5
S3 594-3 596-5 604-0
S4 587-1 589-3 602-0
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% 7-7 1.3% -4% False True 28,652
10 624-4 598-4 26-0 4.3% 6-6 1.1% 29% False False 25,248
20 683-0 598-4 84-4 13.9% 8-0 1.3% 9% False False 24,890
40 683-0 598-4 84-4 13.9% 9-1 1.5% 9% False False 22,023
60 768-6 598-4 170-2 28.1% 9-3 1.6% 4% False False 19,729
80 794-4 598-4 196-0 32.3% 9-0 1.5% 4% False False 17,296
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 644-6
2.618 633-0
1.618 625-6
1.000 621-2
0.618 618-4
HIGH 614-0
0.618 611-2
0.500 610-3
0.382 609-4
LOW 606-6
0.618 602-2
1.000 599-4
1.618 595-0
2.618 587-6
4.250 576-0
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 610-3 612-0
PP 608-7 610-0
S1 607-4 608-0

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

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