CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 12-Sep-2011

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	752-4	751-0	-1-4	-0.2%	768-0
High	756-0	766-0	10-0	1.3%	776-0
Low	751-4	751-0	-0-4	-0.1%	751-4
Close	755-6	765-4	9-6	1.3%	755-6
Range	4-4	15-0	10-4	233.3%	24-4
ATR	12-2	12-4	0-2	1.6%	0-0
Volume	10,707	12,032	1,325	12.4%	39,566

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	805-7	800-5	773-6
R3	790-7	785-5	769-5
R2	775-7	775-7	768-2
R1	770-5	770-5	766-7	773-2
PP	760-7	760-7	760-7	762-1
S1	755-5	755-5	764-1	758-2
S2	745-7	745-7	762-6
S3	730-7	740-5	761-3
S4	715-7	725-5	757-2

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	834-5	819-5	769-2
R3	810-1	795-1	762-4
R2	785-5	785-5	760-2
R1	770-5	770-5	758-0	765-7
PP	761-1	761-1	761-1	758-6
S1	746-1	746-1	753-4	741-3
S2	736-5	736-5	751-2
S3	712-1	721-5	749-0
S4	687-5	697-1	742-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	776-0	751-0	25-0	3.3%	9-1	1.2%	58%	False	True	10,319
10	792-0	751-0	41-0	5.4%	10-6	1.4%	35%	False	True	8,831
20	792-0	729-0	63-0	8.2%	8-3	1.1%	58%	False	False	6,666

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	829-6
2.618	805-2
1.618	790-2
1.000	781-0
0.618	775-2
HIGH	766-0
0.618	760-2
0.500	758-4
0.382	756-6
LOW	751-0
0.618	741-6
1.000	736-0
1.618	726-6
2.618	711-6
4.250	687-2

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	763-1	763-1
PP	760-7	760-7
S1	758-4	758-4

Download as Excel Spreadsheet

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

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