CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	745-4	740-0	-5-4	-0.7%	768-0
High	745-4	741-0	-4-4	-0.6%	776-0
Low	745-4	723-0	-22-4	-3.0%	751-4
Close	745-4	722-6	-22-6	-3.1%	755-6
Range	0-0	18-0	18-0		24-4
ATR	12-4	13-2	0-6	5.7%	0-0
Volume	8,880	13,493	4,613	51.9%	39,566

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	782-7	770-7	732-5
R3	764-7	752-7	727-6
R2	746-7	746-7	726-0
R1	734-7	734-7	724-3	731-7
PP	728-7	728-7	728-7	727-4
S1	716-7	716-7	721-1	713-7
S2	710-7	710-7	719-4
S3	692-7	698-7	717-6
S4	674-7	680-7	712-7

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	766-0	723-0	43-0	5.9%	8-7	1.2%	-1%	False	True	10,773
10	780-4	723-0	57-4	8.0%	11-1	1.5%	0%	False	True	9,879
20	792-0	723-0	69-0	9.5%	9-2	1.3%	0%	False	True	7,609

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	817-4
2.618	788-1
1.618	770-1
1.000	759-0
0.618	752-1
HIGH	741-0
0.618	734-1
0.500	732-0
0.382	729-7
LOW	723-0
0.618	711-7
1.000	705-0
1.618	693-7
2.618	675-7
4.250	646-4

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	732-0	735-0
PP	728-7	730-7
S1	725-7	726-7

Download as Excel Spreadsheet

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

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