CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 607-2 620-0 12-6 2.1% 614-4
High 619-0 620-4 1-4 0.2% 614-4
Low 607-2 611-0 3-6 0.6% 595-0
Close 612-4 615-2 2-6 0.4% 597-2
Range 11-6 9-4 -2-2 -19.1% 19-4
ATR 11-7 11-5 -0-1 -1.4% 0-0
Volume 27,931 27,239 -692 -2.5% 99,655
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 644-1 639-1 620-4
R3 634-5 629-5 617-7
R2 625-1 625-1 617-0
R1 620-1 620-1 616-1 617-7
PP 615-5 615-5 615-5 614-4
S1 610-5 610-5 614-3 608-3
S2 606-1 606-1 613-4
S3 596-5 601-1 612-5
S4 587-1 591-5 610-0
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 660-6 648-4 608-0
R3 641-2 629-0 602-5
R2 621-6 621-6 600-7
R1 609-4 609-4 599-0 605-7
PP 602-2 602-2 602-2 600-4
S1 590-0 590-0 595-4 586-3
S2 582-6 582-6 593-5
S3 563-2 570-4 591-7
S4 543-6 551-0 586-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 620-4 595-0 25-4 4.1% 8-2 1.3% 79% True False 24,353
10 660-0 595-0 65-0 10.6% 9-1 1.5% 31% False False 24,538
20 681-0 595-0 86-0 14.0% 8-6 1.4% 24% False False 26,472
40 681-0 595-0 86-0 14.0% 8-7 1.4% 24% False False 20,170
60 770-0 595-0 175-0 28.4% 9-4 1.5% 12% False False 17,539
80 792-0 595-0 197-0 32.0% 8-7 1.5% 10% False False 14,618
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 0-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 660-7
2.618 645-3
1.618 635-7
1.000 630-0
0.618 626-3
HIGH 620-4
0.618 616-7
0.500 615-6
0.382 614-5
LOW 611-0
0.618 605-1
1.000 601-4
1.618 595-5
2.618 586-1
4.250 570-5
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 615-6 614-3
PP 615-5 613-4
S1 615-3 612-5

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

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