CME Pit-Traded Corn Future March 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 582-4 594-4 12-0 2.1% 600-6
High 597-0 595-4 -1-4 -0.3% 615-2
Low 580-4 588-4 8-0 1.4% 594-0
Close 596-4 592-6 -3-6 -0.6% 595-2
Range 16-4 7-0 -9-4 -57.6% 21-2
ATR 13-6 13-3 -0-3 -3.0% 0-0
Volume 170,899 109,754 -61,145 -35.8% 785,552
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 613-2 610-0 596-5
R3 606-2 603-0 594-5
R2 599-2 599-2 594-0
R1 596-0 596-0 593-3 594-1
PP 592-2 592-2 592-2 591-2
S1 589-0 589-0 592-1 587-1
S2 585-2 585-2 591-4
S3 578-2 582-0 590-7
S4 571-2 575-0 588-7
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 665-2 651-4 607-0
R3 644-0 630-2 601-1
R2 622-6 622-6 599-1
R1 609-0 609-0 597-2 605-2
PP 601-4 601-4 601-4 599-5
S1 587-6 587-6 593-2 584-0
S2 580-2 580-2 591-3
S3 559-0 566-4 589-3
S4 537-6 545-2 583-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 612-2 580-4 31-6 5.4% 12-3 2.1% 39% False False 140,453
10 615-2 580-4 34-6 5.9% 11-5 2.0% 35% False False 147,498
20 668-4 580-4 88-0 14.8% 12-0 2.0% 14% False False 138,436
40 674-0 580-4 93-4 15.8% 11-6 2.0% 13% False False 98,076
60 740-0 580-4 159-4 26.9% 12-4 2.1% 8% False False 78,276
80 788-0 580-4 207-4 35.0% 12-4 2.1% 6% False False 65,111
100 788-0 580-4 207-4 35.0% 12-1 2.0% 6% False False 56,368
120 788-0 580-4 207-4 35.0% 12-3 2.1% 6% False False 49,600
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 1-7
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 625-2
2.618 613-7
1.618 606-7
1.000 602-4
0.618 599-7
HIGH 595-4
0.618 592-7
0.500 592-0
0.382 591-1
LOW 588-4
0.618 584-1
1.000 581-4
1.618 577-1
2.618 570-1
4.250 558-6
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 592-4 592-2
PP 592-2 591-6
S1 592-0 591-2

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

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