CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 659-4 655-0 -4-4 -0.7% 669-0
High 659-4 656-0 -3-4 -0.5% 671-0
Low 650-0 650-4 0-4 0.1% 650-0
Close 651-4 650-6 -0-6 -0.1% 650-6
Range 9-4 5-4 -4-0 -42.1% 21-0
ATR 11-0 10-5 -0-3 -3.6% 0-0
Volume 42,602 60,265 17,663 41.5% 163,538
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 668-7 665-3 653-6
R3 663-3 659-7 652-2
R2 657-7 657-7 651-6
R1 654-3 654-3 651-2 653-3
PP 652-3 652-3 652-3 652-0
S1 648-7 648-7 650-2 647-7
S2 646-7 646-7 649-6
S3 641-3 643-3 649-2
S4 635-7 637-7 647-6
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 720-2 706-4 662-2
R3 699-2 685-4 656-4
R2 678-2 678-2 654-5
R1 664-4 664-4 652-5 660-7
PP 657-2 657-2 657-2 655-4
S1 643-4 643-4 648-7 639-7
S2 636-2 636-2 646-7
S3 615-2 622-4 645-0
S4 594-2 601-4 639-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 671-0 650-0 21-0 3.2% 6-5 1.0% 4% False False 37,157
10 671-0 624-4 46-4 7.1% 7-1 1.1% 56% False False 28,668
20 671-0 587-0 84-0 12.9% 8-0 1.2% 76% False False 28,846
40 680-4 587-0 93-4 14.4% 8-7 1.4% 68% False False 28,831
60 681-0 587-0 94-0 14.4% 8-3 1.3% 68% False False 24,620
80 745-4 587-0 158-4 24.4% 9-2 1.4% 40% False False 21,618
100 792-0 587-0 205-0 31.5% 9-1 1.4% 31% False False 18,665
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 679-3
2.618 670-3
1.618 664-7
1.000 661-4
0.618 659-3
HIGH 656-0
0.618 653-7
0.500 653-2
0.382 652-5
LOW 650-4
0.618 647-1
1.000 645-0
1.618 641-5
2.618 636-1
4.250 627-1
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 653-2 659-0
PP 652-3 656-2
S1 651-5 653-4

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

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