CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 23-Sep-2011

Day Change Summary
	Previous	Current
	22-Sep-2011	23-Sep-2011	Change	Change %	Previous Week
Open	682-0	668-4	-13-4	-2.0%	703-0
High	688-0	674-0	-14-0	-2.0%	722-4
Low	670-4	658-4	-12-0	-1.8%	658-4
Close	670-6	659-4	-11-2	-1.7%	659-4
Range	17-4	15-4	-2-0	-11.4%	64-0
ATR	14-1	14-2	0-1	0.7%	0-0
Volume	6,712	12,407	5,695	84.8%	51,357

Daily Pivots for day following 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	710-4	700-4	668-0
R3	695-0	685-0	663-6
R2	679-4	679-4	662-3
R1	669-4	669-4	660-7	666-6
PP	664-0	664-0	664-0	662-5
S1	654-0	654-0	658-1	651-2
S2	648-4	648-4	656-5
S3	633-0	638-4	655-2
S4	617-4	623-0	651-0

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	872-1	829-7	694-6
R3	808-1	765-7	677-1
R2	744-1	744-1	671-2
R1	701-7	701-7	665-3	691-0
PP	680-1	680-1	680-1	674-6
S1	637-7	637-7	653-5	627-0
S2	616-1	616-1	647-6
S3	552-1	573-7	641-7
S4	488-1	509-7	624-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	722-4	658-4	64-0	9.7%	11-2	1.7%	2%	False	True	10,271
10	766-0	658-4	107-4	16.3%	10-7	1.7%	1%	False	True	10,771
20	792-0	658-4	133-4	20.2%	11-1	1.7%	1%	False	True	9,489

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	1-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	739-7
2.618	714-5
1.618	699-1
1.000	689-4
0.618	683-5
HIGH	674-0
0.618	668-1
0.500	666-2
0.382	664-3
LOW	658-4
0.618	648-7
1.000	643-0
1.618	633-3
2.618	617-7
4.250	592-5

Fisher Pivots for day following 23-Sep-2011
Pivot	1 day	3 day
R1	666-2	682-2
PP	664-0	674-5
S1	661-6	667-1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols