CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	654-0	617-0	-37-0	-5.7%	668-0
High	658-0	625-0	-33-0	-5.0%	684-4
Low	649-0	613-2	-35-6	-5.5%	613-2
Close	653-2	613-4	-39-6	-6.1%	613-4
Range	9-0	11-6	2-6	30.6%	71-2
ATR	14-1	16-0	1-7	13.0%	0-0
Volume	15,473	14,876	-597	-3.9%	65,890

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	652-4	644-6	620-0
R3	640-6	633-0	616-6
R2	629-0	629-0	615-5
R1	621-2	621-2	614-5	619-2
PP	617-2	617-2	617-2	616-2
S1	609-4	609-4	612-3	607-4
S2	605-4	605-4	611-3
S3	593-6	597-6	610-2
S4	582-0	586-0	607-0

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	850-7	803-3	652-6
R3	779-5	732-1	633-1
R2	708-3	708-3	626-4
R1	660-7	660-7	620-0	649-0
PP	637-1	637-1	637-1	631-1
S1	589-5	589-5	607-0	577-6
S2	565-7	565-7	600-4
S3	494-5	518-3	593-7
S4	423-3	447-1	574-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	684-4	613-2	71-2	11.6%	11-0	1.8%	0%	False	True	13,178
10	722-4	613-2	109-2	17.8%	11-1	1.8%	0%	False	True	11,724
20	780-4	613-2	167-2	27.3%	10-6	1.8%	0%	False	True	11,168
40	792-0	613-2	178-6	29.1%	8-5	1.4%	0%	False	True	8,305

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	2-3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	675-0
2.618	655-6
1.618	644-0
1.000	636-6
0.618	632-2
HIGH	625-0
0.618	620-4
0.500	619-1
0.382	617-6
LOW	613-2
0.618	606-0
1.000	601-4
1.618	594-2
2.618	582-4
4.250	563-2

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	619-1	641-5
PP	617-2	632-2
S1	615-3	622-7

Download as Excel Spreadsheet

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

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