CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	705-4	682-0	-23-4	-3.3%	751-0
High	706-0	688-0	-18-0	-2.5%	766-0
Low	705-4	670-4	-35-0	-5.0%	713-0
Close	706-2	670-6	-35-4	-5.0%	713-4
Range	0-4	17-4	17-0	3,400.0%	53-0
ATR	12-4	14-1	1-5	13.4%	0-0
Volume	11,978	6,712	-5,266	-44.0%	56,360

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	728-7	717-3	680-3
R3	711-3	699-7	675-4
R2	693-7	693-7	674-0
R1	682-3	682-3	672-3	679-3
PP	676-3	676-3	676-3	675-0
S1	664-7	664-7	669-1	661-7
S2	658-7	658-7	667-4
S3	641-3	647-3	666-0
S4	623-7	629-7	661-1

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	726-0	670-4	55-4	8.3%	10-6	1.6%	0%	False	True	10,430
10	766-0	670-4	95-4	14.2%	9-6	1.5%	0%	False	True	10,601
20	792-0	670-4	121-4	18.1%	10-7	1.6%	0%	False	True	9,099

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-2
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	762-3
2.618	733-7
1.618	716-3
1.000	705-4
0.618	698-7
HIGH	688-0
0.618	681-3
0.500	679-2
0.382	677-1
LOW	670-4
0.618	659-5
1.000	653-0
1.618	642-1
2.618	624-5
4.250	596-1

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	679-2	696-4
PP	676-3	687-7
S1	673-5	679-3

Download as Excel Spreadsheet

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

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