CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 596-2 608-2 12-0 2.0% 610-4
High 610-6 608-2 -2-4 -0.4% 624-4
Low 596-2 603-0 6-6 1.1% 606-6
Close 610-6 606-6 -4-0 -0.7% 608-6
Range 14-4 5-2 -9-2 -63.8% 17-6
ATR 11-0 10-6 -0-2 -2.1% 0-0
Volume 32,705 36,952 4,247 13.0% 123,526
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 621-6 619-4 609-5
R3 616-4 614-2 608-2
R2 611-2 611-2 607-6
R1 609-0 609-0 607-2 607-4
PP 606-0 606-0 606-0 605-2
S1 603-6 603-6 606-2 602-2
S2 600-6 600-6 605-6
S3 595-4 598-4 605-2
S4 590-2 593-2 603-7
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
5 617-2 596-2 21-0 3.5% 8-0 1.3% 50% False False 32,384
10 624-4 596-2 28-2 4.7% 7-7 1.3% 37% False False 27,116
20 682-0 596-2 85-6 14.1% 8-6 1.4% 12% False False 26,619
40 683-0 596-2 86-6 14.3% 8-4 1.4% 12% False False 23,135
60 749-0 596-2 152-6 25.2% 9-3 1.5% 7% False False 20,485
80 794-4 596-2 198-2 32.7% 9-1 1.5% 5% False False 17,898
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 630-4
2.618 622-0
1.618 616-6
1.000 613-4
0.618 611-4
HIGH 608-2
0.618 606-2
0.500 605-5
0.382 605-0
LOW 603-0
0.618 599-6
1.000 597-6
1.618 594-4
2.618 589-2
4.250 580-6
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 606-3 606-2
PP 606-0 605-5
S1 605-5 605-1

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

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