CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 27-Sep-2011

Day Change Summary
	Previous	Current
	26-Sep-2011	27-Sep-2011	Change	Change %	Previous Week
Open	668-0	684-0	16-0	2.4%	703-0
High	669-0	684-4	15-4	2.3%	722-4
Low	668-0	670-0	2-0	0.3%	658-4
Close	668-6	673-2	4-4	0.7%	659-4
Range	1-0	14-4	13-4	1,350.0%	64-0
ATR	13-7	14-0	0-1	1.0%	0-0
Volume	12,608	10,211	-2,397	-19.0%	51,357

Daily Pivots for day following 27-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	719-3	710-7	681-2
R3	704-7	696-3	677-2
R2	690-3	690-3	675-7
R1	681-7	681-7	674-5	678-7
PP	675-7	675-7	675-7	674-4
S1	667-3	667-3	671-7	664-3
S2	661-3	661-3	670-5
S3	646-7	652-7	669-2
S4	632-3	638-3	665-2

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	706-0	658-4	47-4	7.1%	9-6	1.5%	31%	False	False	10,783
10	745-4	658-4	87-0	12.9%	10-2	1.5%	17%	False	False	10,975
20	792-0	658-4	133-4	19.8%	10-4	1.6%	11%	False	False	9,952
40	792-0	658-4	133-4	19.8%	8-4	1.3%	11%	False	False	7,676

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	746-1
2.618	722-4
1.618	708-0
1.000	699-0
0.618	693-4
HIGH	684-4
0.618	679-0
0.500	677-2
0.382	675-4
LOW	670-0
0.618	661-0
1.000	655-4
1.618	646-4
2.618	632-0
4.250	608-3

Fisher Pivots for day following 27-Sep-2011
Pivot	1 day	3 day
R1	677-2	672-5
PP	675-7	672-1
S1	674-5	671-4

Download as Excel Spreadsheet

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

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