CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 12-Oct-2011

Day Change Summary
	Previous	Current
	11-Oct-2011	12-Oct-2011	Change	Change %	Previous Week
Open	628-0	658-6	30-6	4.9%	600-0
High	664-6	659-0	-5-6	-0.9%	634-0
Low	628-0	656-0	28-0	4.5%	599-6
Close	664-6	660-0	-4-6	-0.7%	620-2
Range	36-6	3-0	-33-6	-91.8%	34-2
ATR	16-6	16-2	-0-5	-3.4%	0-0
Volume	12,164	26,491	14,327	117.8%	80,978

Daily Pivots for day following 12-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	667-3	666-5	661-5
R3	664-3	663-5	660-7
R2	661-3	661-3	660-4
R1	660-5	660-5	660-2	661-0
PP	658-3	658-3	658-3	658-4
S1	657-5	657-5	659-6	658-0
S2	655-3	655-3	659-4
S3	652-3	654-5	659-1
S4	649-3	651-5	658-3

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	720-6	704-6	639-1
R3	686-4	670-4	629-5
R2	652-2	652-2	626-4
R1	636-2	636-2	623-3	644-2
PP	618-0	618-0	618-0	622-0
S1	602-0	602-0	617-1	610-0
S2	583-6	583-6	614-0
S3	549-4	567-6	610-7
S4	515-2	533-4	601-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	664-6	619-4	45-2	6.9%	12-3	1.9%	90%	False	False	14,240
10	664-6	599-6	65-0	9.8%	12-2	1.8%	93%	False	False	15,624
20	741-0	599-6	141-2	21.4%	12-1	1.8%	43%	False	False	13,491
40	792-0	599-6	192-2	29.1%	10-3	1.6%	31%	False	False	10,336

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

Fibonacci Retracements and Extensions
4.250	671-6
2.618	666-7
1.618	663-7
1.000	662-0
0.618	660-7
HIGH	659-0
0.618	657-7
0.500	657-4
0.382	657-1
LOW	656-0
0.618	654-1
1.000	653-0
1.618	651-1
2.618	648-1
4.250	643-2

Fisher Pivots for day following 12-Oct-2011
Pivot	1 day	3 day
R1	659-1	654-6
PP	658-3	649-3
S1	657-4	644-1

Download as Excel Spreadsheet

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

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