CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 21-Dec-2011

Day Change Summary
	Previous	Current
	20-Dec-2011	21-Dec-2011	Change	Change %	Previous Week
Open	584-4	592-6	8-2	1.4%	566-2
High	584-4	592-6	8-2	1.4%	578-4
Low	584-4	592-6	8-2	1.4%	564-2
Close	584-4	592-6	8-2	1.4%	569-2
Range
ATR	7-1	7-2	0-1	1.1%	0-0
Volume	1,796	2,390	594	33.1%	12,536

Daily Pivots for day following 21-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	592-6	592-6	592-6
R3	592-6	592-6	592-6
R2	592-6	592-6	592-6
R1	592-6	592-6	592-6	592-6
PP	592-6	592-6	592-6	592-6
S1	592-6	592-6	592-6	592-6
S2	592-6	592-6	592-6
S3	592-6	592-6	592-6
S4	592-6	592-6	592-6

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	592-6	564-2	28-4	4.8%	1-2	0.2%	100%	True	False	1,898
10	592-6	564-2	28-4	4.8%	2-2	0.4%	100%	True	False	2,454
20	592-6	557-4	35-2	5.9%	2-7	0.5%	100%	True	False	2,154

Crabel Price Patterns
NR	False
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	0-1

Fibonacci Retracements and Extensions
4.250	592-6
2.618	592-6
1.618	592-6
1.000	592-6
0.618	592-6
HIGH	592-6
0.618	592-6
0.500	592-6
0.382	592-6
LOW	592-6
0.618	592-6
1.000	592-6
1.618	592-6
2.618	592-6
4.250	592-6

Fisher Pivots for day following 21-Dec-2011
Pivot	1 day	3 day
R1	592-6	590-0
PP	592-6	587-1
S1	592-6	584-3

Download as Excel Spreadsheet

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

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