CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 13-Oct-2011

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	658-6	650-0	-8-6	-1.3%	600-0
High	659-0	657-0	-2-0	-0.3%	634-0
Low	656-0	647-0	-9-0	-1.4%	599-6
Close	660-0	656-4	-3-4	-0.5%	620-2
Range	3-0	10-0	7-0	233.3%	34-2
ATR	16-2	16-0	-0-2	-1.4%	0-0
Volume	26,491	22,090	-4,401	-16.6%	80,978

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	683-4	680-0	662-0
R3	673-4	670-0	659-2
R2	663-4	663-4	658-3
R1	660-0	660-0	657-3	661-6
PP	653-4	653-4	653-4	654-3
S1	650-0	650-0	655-5	651-6
S2	643-4	643-4	654-5
S3	633-4	640-0	653-6
S4	623-4	630-0	651-0

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%	12-4	1.9%	82%	False	False	16,326
10	664-6	599-6	65-0	9.9%	12-2	1.9%	87%	False	False	16,285
20	726-0	599-6	126-2	19.2%	11-6	1.8%	45%	False	False	13,921
40	792-0	599-6	192-2	29.3%	10-4	1.6%	30%	False	False	10,765

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	699-4
2.618	683-1
1.618	673-1
1.000	667-0
0.618	663-1
HIGH	657-0
0.618	653-1
0.500	652-0
0.382	650-7
LOW	647-0
0.618	640-7
1.000	637-0
1.618	630-7
2.618	620-7
4.250	604-4

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	655-0	653-1
PP	653-4	649-6
S1	652-0	646-3

Download as Excel Spreadsheet

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

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