CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	600-0	603-0	3-0	0.5%	668-0
High	617-0	612-0	-5-0	-0.8%	684-4
Low	600-0	599-6	-0-2	0.0%	613-2
Close	613-6	608-4	-5-2	-0.9%	613-4
Range	17-0	12-2	-4-6	-27.9%	71-2
ATR	16-1	15-7	-0-1	-0.9%	0-0
Volume	23,907	17,140	-6,767	-28.3%	65,890

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	643-4	638-2	615-2
R3	631-2	626-0	611-7
R2	619-0	619-0	610-6
R1	613-6	613-6	609-5	616-3
PP	606-6	606-6	606-6	608-0
S1	601-4	601-4	607-3	604-1
S2	594-4	594-4	606-2
S3	582-2	589-2	605-1
S4	570-0	577-0	601-6

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	670-0	599-6	70-2	11.5%	13-6	2.3%	12%	False	True	16,823
10	706-0	599-6	106-2	17.5%	11-6	1.9%	8%	False	True	13,803
20	770-0	599-6	170-2	28.0%	10-5	1.8%	5%	False	True	12,277
40	792-0	599-6	192-2	31.6%	9-0	1.5%	5%	False	True	9,065

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	2-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	664-0
2.618	644-1
1.618	631-7
1.000	624-2
0.618	619-5
HIGH	612-0
0.618	607-3
0.500	605-7
0.382	604-3
LOW	599-6
0.618	592-1
1.000	587-4
1.618	579-7
2.618	567-5
4.250	547-6

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	607-5	612-3
PP	606-6	611-1
S1	605-7	609-6

Download as Excel Spreadsheet

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

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