CME Pit-Traded Corn Future May 2012

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

Day Change Summary
	Previous	Current
	20-Sep-2011	21-Sep-2011	Change	Change %	Previous Week
Open	722-4	705-4	-17-0	-2.4%	751-0
High	722-4	706-0	-16-4	-2.3%	766-0
Low	710-0	705-4	-4-4	-0.6%	713-0
Close	710-4	706-2	-4-2	-0.6%	713-4
Range	12-4	0-4	-12-0	-96.0%	53-0
ATR	13-0	12-4	-0-5	-4.4%	0-0
Volume	11,312	11,978	666	5.9%	56,360

Daily Pivots for day following 21-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	707-3	707-3	706-4
R3	706-7	706-7	706-3
R2	706-3	706-3	706-3
R1	706-3	706-3	706-2	706-3
PP	705-7	705-7	705-7	706-0
S1	705-7	705-7	706-2	705-7
S2	705-3	705-3	706-1
S3	704-7	705-3	706-1
S4	704-3	704-7	706-0

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	741-0	703-0	38-0	5.4%	10-6	1.5%	9%	False	False	11,786
10	766-0	703-0	63-0	8.9%	9-2	1.3%	5%	False	False	11,114
20	792-0	703-0	89-0	12.6%	10-4	1.5%	4%	False	False	9,186

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	708-1
2.618	707-2
1.618	706-6
1.000	706-4
0.618	706-2
HIGH	706-0
0.618	705-6
0.500	705-6
0.382	705-6
LOW	705-4
0.618	705-2
1.000	705-0
1.618	704-6
2.618	704-2
4.250	703-3

Fisher Pivots for day following 21-Sep-2011
Pivot	1 day	3 day
R1	706-1	712-6
PP	705-7	710-5
S1	705-6	708-3

Download as Excel Spreadsheet

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

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