CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 574-0 576-6 2-6 0.5% 569-0
High 574-6 576-6 2-0 0.3% 576-6
Low 574-0 571-6 -2-2 -0.4% 564-0
Close 574-6 571-6 -3-0 -0.5% 571-6
Range 0-6 5-0 4-2 566.7% 12-6
ATR 7-7 7-5 -0-2 -2.6% 0-0
Volume 2,051 1,399 -652 -31.8% 7,995
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 588-3 585-1 574-4
R3 583-3 580-1 573-1
R2 578-3 578-3 572-5
R1 575-1 575-1 572-2 574-2
PP 573-3 573-3 573-3 573-0
S1 570-1 570-1 571-2 569-2
S2 568-3 568-3 570-7
S3 563-3 565-1 570-3
S4 558-3 560-1 569-0
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
5 576-6 564-0 12-6 2.2% 4-2 0.7% 61% True False 1,599
10 586-4 557-4 29-0 5.1% 4-5 0.8% 49% False False 1,885
20 636-2 557-4 78-6 13.8% 4-6 0.8% 18% False False 1,968
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 598-0
2.618 589-7
1.618 584-7
1.000 581-6
0.618 579-7
HIGH 576-6
0.618 574-7
0.500 574-2
0.382 573-5
LOW 571-6
0.618 568-5
1.000 566-6
1.618 563-5
2.618 558-5
4.250 550-4
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 574-2 574-2
PP 573-3 573-3
S1 572-5 572-5

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

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