CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 572-2 580-6 8-4 1.5% 569-0
High 572-2 580-6 8-4 1.5% 576-6
Low 570-4 580-0 9-4 1.7% 564-0
Close 571-4 581-2 9-6 1.7% 571-6
Range 1-6 0-6 -1-0 -57.1% 12-6
ATR 6-7 7-0 0-1 2.5% 0-0
Volume 3,807 2,651 -1,156 -30.4% 7,995
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 582-7 582-7 581-5
R3 582-1 582-1 581-4
R2 581-3 581-3 581-3
R1 581-3 581-3 581-3 581-3
PP 580-5 580-5 580-5 580-6
S1 580-5 580-5 581-1 580-5
S2 579-7 579-7 581-1
S3 579-1 579-7 581-0
S4 578-3 579-1 580-7
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 609-1 603-1 578-6
R3 596-3 590-3 575-2
R2 583-5 583-5 574-1
R1 577-5 577-5 572-7 580-5
PP 570-7 570-7 570-7 572-2
S1 564-7 564-7 570-5 567-7
S2 558-1 558-1 569-3
S3 545-3 552-1 568-2
S4 532-5 539-3 564-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 580-6 570-4 10-2 1.8% 1-4 0.3% 105% True False 2,253
10 580-6 557-4 23-2 4.0% 3-2 0.6% 102% True False 1,947
20 626-0 557-4 68-4 11.8% 4-2 0.7% 35% False False 2,114
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 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 584-0
2.618 582-6
1.618 582-0
1.000 581-4
0.618 581-2
HIGH 580-6
0.618 580-4
0.500 580-3
0.382 580-2
LOW 580-0
0.618 579-4
1.000 579-2
1.618 578-6
2.618 578-0
4.250 576-6
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 581-0 579-3
PP 580-5 577-4
S1 580-3 575-5

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

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