CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 614-0 596-2 -17-6 -2.9% 610-4
High 614-0 610-6 -3-2 -0.5% 624-4
Low 606-6 596-2 -10-4 -1.7% 606-6
Close 606-0 610-6 4-6 0.8% 608-6
Range 7-2 14-4 7-2 100.0% 17-6
ATR 10-6 11-0 0-2 2.5% 0-0
Volume 32,910 32,705 -205 -0.6% 123,526
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 649-3 644-5 618-6
R3 634-7 630-1 614-6
R2 620-3 620-3 613-3
R1 615-5 615-5 612-1 618-0
PP 605-7 605-7 605-7 607-1
S1 601-1 601-1 609-3 603-4
S2 591-3 591-3 608-1
S3 576-7 586-5 606-6
S4 562-3 572-1 602-6
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
5 624-4 596-2 28-2 4.6% 8-5 1.4% 51% False True 29,756
10 624-4 596-2 28-2 4.6% 7-7 1.3% 51% False True 25,875
20 683-0 596-2 86-6 14.2% 8-6 1.4% 17% False True 25,663
40 683-0 596-2 86-6 14.2% 9-2 1.5% 17% False True 22,637
60 766-4 596-2 170-2 27.9% 9-5 1.6% 9% False True 20,077
80 794-4 596-2 198-2 32.5% 9-1 1.5% 7% False True 17,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 672-3
2.618 648-6
1.618 634-2
1.000 625-2
0.618 619-6
HIGH 610-6
0.618 605-2
0.500 603-4
0.382 601-6
LOW 596-2
0.618 587-2
1.000 581-6
1.618 572-6
2.618 558-2
4.250 534-5
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 608-3 609-1
PP 605-7 607-4
S1 603-4 605-7

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

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