CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 658-4 657-4 -1-0 -0.2% 647-2
High 662-4 663-2 0-6 0.1% 655-0
Low 651-4 654-6 3-2 0.5% 603-2
Close 656-6 658-2 1-4 0.2% 644-0
Range 11-0 8-4 -2-4 -22.7% 51-6
ATR 14-1 13-6 -0-3 -2.8% 0-0
Volume 155,250 129,907 -25,343 -16.3% 950,110
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 684-2 679-6 662-7
R3 675-6 671-2 660-5
R2 667-2 667-2 659-6
R1 662-6 662-6 659-0 665-0
PP 658-6 658-6 658-6 659-7
S1 654-2 654-2 657-4 656-4
S2 650-2 650-2 656-6
S3 641-6 645-6 655-7
S4 633-2 637-2 653-5
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 789-3 768-3 672-4
R3 737-5 716-5 658-2
R2 685-7 685-7 653-4
R1 664-7 664-7 648-6 649-4
PP 634-1 634-1 634-1 626-3
S1 613-1 613-1 639-2 597-6
S2 582-3 582-3 634-4
S3 530-5 561-3 629-6
S4 478-7 509-5 615-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 666-0 625-0 41-0 6.2% 13-0 2.0% 81% False False 137,972
10 666-0 603-2 62-6 9.5% 13-4 2.1% 88% False False 152,334
20 673-6 603-2 70-4 10.7% 12-2 1.9% 78% False False 153,356
40 673-6 603-2 70-4 10.7% 11-1 1.7% 78% False False 141,886
60 673-6 599-2 74-4 11.3% 10-1 1.5% 79% False False 112,527
80 673-6 587-0 86-6 13.2% 9-4 1.4% 82% False False 92,002
100 673-6 587-0 86-6 13.2% 9-4 1.4% 82% False False 78,988
120 681-0 587-0 94-0 14.3% 9-2 1.4% 76% False False 68,867
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3-1
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 699-3
2.618 685-4
1.618 677-0
1.000 671-6
0.618 668-4
HIGH 663-2
0.618 660-0
0.500 659-0
0.382 658-0
LOW 654-6
0.618 649-4
1.000 646-2
1.618 641-0
2.618 632-4
4.250 618-5
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 659-0 658-6
PP 658-6 658-5
S1 658-4 658-3

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

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