CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	617-4	633-4	16-0	2.6%	668-0
High	627-4	634-0	6-4	1.0%	684-4
Low	617-4	624-6	7-2	1.2%	613-2
Close	626-0	625-4	-0-4	-0.1%	613-4
Range	10-0	9-2	-0-6	-7.5%	71-2
ATR	16-1	15-5	-0-4	-3.1%	0-0
Volume	13,644	11,659	-1,985	-14.5%	65,890

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	655-7	649-7	630-5
R3	646-5	640-5	628-0
R2	637-3	637-3	627-2
R1	631-3	631-3	626-3	629-6
PP	628-1	628-1	628-1	627-2
S1	622-1	622-1	624-5	620-4
S2	618-7	618-7	623-6
S3	609-5	612-7	623-0
S4	600-3	603-5	620-3

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	634-0	599-6	34-2	5.5%	12-0	1.9%	75%	True	False	16,245
10	684-4	599-6	84-6	13.5%	11-7	1.9%	30%	False	False	14,464
20	766-0	599-6	166-2	26.6%	10-7	1.7%	15%	False	False	12,533
40	792-0	599-6	192-2	30.7%	9-2	1.5%	13%	False	False	9,425

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	2-1
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	673-2
2.618	658-2
1.618	649-0
1.000	643-2
0.618	639-6
HIGH	634-0
0.618	630-4
0.500	629-3
0.382	628-2
LOW	624-6
0.618	619-0
1.000	615-4
1.618	609-6
2.618	600-4
4.250	585-4

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	629-3	622-5
PP	628-1	619-6
S1	626-6	616-7

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

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