CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 16-Dec-2011

Day Change Summary
	Previous	Current
	15-Dec-2011	16-Dec-2011	Change	Change %	Previous Week
Open	564-2	568-0	3-6	0.7%	566-2
High	564-2	569-2	5-0	0.9%	578-4
Low	564-2	568-0	3-6	0.7%	564-2
Close	564-2	569-2	5-0	0.9%	569-2
Range	0-0	1-2	1-2		14-2
ATR	7-2	7-1	-0-1	-2.2%	0-0
Volume	1,538	1,720	182	11.8%	12,536

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	572-5	572-1	570-0
R3	571-3	570-7	569-5
R2	570-1	570-1	569-4
R1	569-5	569-5	569-3	569-7
PP	568-7	568-7	568-7	569-0
S1	568-3	568-3	569-1	568-5
S2	567-5	567-5	569-0
S3	566-3	567-1	568-7
S4	565-1	565-7	568-4

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	613-3	605-5	577-1
R3	599-1	591-3	573-1
R2	584-7	584-7	571-7
R1	577-1	577-1	570-4	581-0
PP	570-5	570-5	570-5	572-5
S1	562-7	562-7	568-0	566-6
S2	556-3	556-3	566-5
S3	542-1	548-5	565-3
S4	527-7	534-3	561-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	578-4	564-2	14-2	2.5%	1-7	0.3%	35%	False	False	2,507
10	580-6	564-2	16-4	2.9%	1-7	0.3%	30%	False	False	2,553
20	586-4	557-4	29-0	5.1%	3-2	0.6%	41%	False	False	2,219

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	574-4
2.618	572-4
1.618	571-2
1.000	570-4
0.618	570-0
HIGH	569-2
0.618	568-6
0.500	568-5
0.382	568-4
LOW	568-0
0.618	567-2
1.000	566-6
1.618	566-0
2.618	564-6
4.250	562-6

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	569-0	568-3
PP	568-7	567-5
S1	568-5	566-6

Download as Excel Spreadsheet

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

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