CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 28-Sep-2011

Day Change Summary
	Previous	Current
	27-Sep-2011	28-Sep-2011	Change	Change %	Previous Week
Open	684-0	666-0	-18-0	-2.6%	703-0
High	684-4	670-0	-14-4	-2.1%	722-4
Low	670-0	651-4	-18-4	-2.8%	658-4
Close	673-2	651-6	-21-4	-3.2%	659-4
Range	14-4	18-4	4-0	27.6%	64-0
ATR	14-0	14-4	0-4	4.0%	0-0
Volume	10,211	12,722	2,511	24.6%	51,357

Daily Pivots for day following 28-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	713-2	701-0	661-7
R3	694-6	682-4	656-7
R2	676-2	676-2	655-1
R1	664-0	664-0	653-4	660-7
PP	657-6	657-6	657-6	656-2
S1	645-4	645-4	650-0	642-3
S2	639-2	639-2	648-3
S3	620-6	627-0	646-5
S4	602-2	608-4	641-5

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	688-0	651-4	36-4	5.6%	13-3	2.1%	1%	False	True	10,932
10	741-0	651-4	89-4	13.7%	12-1	1.9%	0%	False	True	11,359
20	789-4	651-4	138-0	21.2%	10-7	1.7%	0%	False	True	10,295
40	792-0	651-4	140-4	21.6%	8-2	1.3%	0%	False	True	7,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-6
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	748-5
2.618	718-3
1.618	699-7
1.000	688-4
0.618	681-3
HIGH	670-0
0.618	662-7
0.500	660-6
0.382	658-5
LOW	651-4
0.618	640-1
1.000	633-0
1.618	621-5
2.618	603-1
4.250	572-7

Fisher Pivots for day following 28-Sep-2011
Pivot	1 day	3 day
R1	660-6	668-0
PP	657-6	662-5
S1	654-6	657-1

Download as Excel Spreadsheet

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

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