CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 26-Sep-2011

Day Change Summary
	Previous	Current
	23-Sep-2011	26-Sep-2011	Change	Change %	Previous Week
Open	668-4	668-0	-0-4	-0.1%	703-0
High	674-0	669-0	-5-0	-0.7%	722-4
Low	658-4	668-0	9-4	1.4%	658-4
Close	659-4	668-6	9-2	1.4%	659-4
Range	15-4	1-0	-14-4	-93.5%	64-0
ATR	14-2	13-7	-0-3	-2.4%	0-0
Volume	12,407	12,608	201	1.6%	51,357

Daily Pivots for day following 26-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	671-5	671-1	669-2
R3	670-5	670-1	669-0
R2	669-5	669-5	668-7
R1	669-1	669-1	668-7	669-3
PP	668-5	668-5	668-5	668-6
S1	668-1	668-1	668-5	668-3
S2	667-5	667-5	668-5
S3	666-5	667-1	668-4
S4	665-5	666-1	668-2

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	9.6%	9-3	1.4%	16%	False	False	11,003
10	747-0	658-4	88-4	13.2%	9-4	1.4%	12%	False	False	10,829
20	792-0	658-4	133-4	20.0%	10-1	1.5%	8%	False	False	9,830
40	792-0	658-4	133-4	20.0%	8-2	1.2%	8%	False	False	7,528

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

Fibonacci Retracements and Extensions
4.250	673-2
2.618	671-5
1.618	670-5
1.000	670-0
0.618	669-5
HIGH	669-0
0.618	668-5
0.500	668-4
0.382	668-3
LOW	668-0
0.618	667-3
1.000	667-0
1.618	666-3
2.618	665-3
4.250	663-6

Fisher Pivots for day following 26-Sep-2011
Pivot	1 day	3 day
R1	668-5	673-2
PP	668-5	671-6
S1	668-4	670-2

Download as Excel Spreadsheet

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

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