CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 19-Sep-2011

Day Change Summary
	Previous	Current
	16-Sep-2011	19-Sep-2011	Change	Change %	Previous Week
Open	725-0	703-0	-22-0	-3.0%	751-0
High	726-0	713-0	-13-0	-1.8%	766-0
Low	713-0	703-0	-10-0	-1.4%	713-0
Close	713-4	713-0	-0-4	-0.1%	713-4
Range	13-0	10-0	-3-0	-23.1%	53-0
ATR	13-2	13-0	-0-2	-1.5%	0-0
Volume	13,201	8,948	-4,253	-32.2%	56,360

Daily Pivots for day following 19-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	739-5	736-3	718-4
R3	729-5	726-3	715-6
R2	719-5	719-5	714-7
R1	716-3	716-3	713-7	718-0
PP	709-5	709-5	709-5	710-4
S1	706-3	706-3	712-1	708-0
S2	699-5	699-5	711-1
S3	689-5	696-3	710-2
S4	679-5	686-3	707-4

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	889-7	854-5	742-5
R3	836-7	801-5	728-1
R2	783-7	783-7	723-2
R1	748-5	748-5	718-3	739-6
PP	730-7	730-7	730-7	726-3
S1	695-5	695-5	708-5	686-6
S2	677-7	677-7	703-6
S3	624-7	642-5	698-7
S4	571-7	589-5	684-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	747-0	703-0	44-0	6.2%	9-5	1.3%	23%	False	True	10,655
10	776-0	703-0	73-0	10.2%	9-3	1.3%	14%	False	True	10,487
20	792-0	703-0	89-0	12.5%	10-2	1.4%	11%	False	True	8,389

Crabel Price Patterns
NR	True
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	1-0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	755-4
2.618	739-1
1.618	729-1
1.000	723-0
0.618	719-1
HIGH	713-0
0.618	709-1
0.500	708-0
0.382	706-7
LOW	703-0
0.618	696-7
1.000	693-0
1.618	686-7
2.618	676-7
4.250	660-4

Fisher Pivots for day following 19-Sep-2011
Pivot	1 day	3 day
R1	711-3	722-0
PP	709-5	719-0
S1	708-0	716-0

Download as Excel Spreadsheet

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

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