CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	617-0	600-0	-17-0	-2.8%	668-0
High	625-0	617-0	-8-0	-1.3%	684-4
Low	613-2	600-0	-13-2	-2.2%	613-2
Close	613-4	613-6	0-2	0.0%	613-4
Range	11-6	17-0	5-2	44.7%	71-2
ATR	16-0	16-1	0-1	0.4%	0-0
Volume	14,876	23,907	9,031	60.7%	65,890

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	661-2	654-4	623-1
R3	644-2	637-4	618-3
R2	627-2	627-2	616-7
R1	620-4	620-4	615-2	623-7
PP	610-2	610-2	610-2	612-0
S1	603-4	603-4	612-2	606-7
S2	593-2	593-2	610-5
S3	576-2	586-4	609-1
S4	559-2	569-4	604-3

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	600-0	84-4	13.8%	14-1	2.3%	16%	False	True	15,437
10	722-4	600-0	122-4	20.0%	11-6	1.9%	11%	False	True	13,220
20	776-0	600-0	176-0	28.7%	10-4	1.7%	8%	False	True	11,854
40	792-0	600-0	192-0	31.3%	8-6	1.4%	7%	False	True	8,792

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 3 trading days

Fibonacci Retracements and Extensions
4.250	689-2
2.618	661-4
1.618	644-4
1.000	634-0
0.618	627-4
HIGH	617-0
0.618	610-4
0.500	608-4
0.382	606-4
LOW	600-0
0.618	589-4
1.000	583-0
1.618	572-4
2.618	555-4
4.250	527-6

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	612-0	629-0
PP	610-2	623-7
S1	608-4	618-7

Download as Excel Spreadsheet

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

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