CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 14-Oct-2011

Day Change Summary
	Previous	Current
	13-Oct-2011	14-Oct-2011	Change	Change %	Previous Week
Open	650-0	662-4	12-4	1.9%	635-0
High	657-0	663-0	6-0	0.9%	664-6
Low	647-0	655-0	8-0	1.2%	623-4
Close	656-4	658-6	2-2	0.3%	658-6
Range	10-0	8-0	-2-0	-20.0%	41-2
ATR	16-0	15-3	-0-5	-3.6%	0-0
Volume	22,090	15,066	-7,024	-31.8%	82,069

Daily Pivots for day following 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	682-7	678-7	663-1
R3	674-7	670-7	661-0
R2	666-7	666-7	660-2
R1	662-7	662-7	659-4	660-7
PP	658-7	658-7	658-7	658-0
S1	654-7	654-7	658-0	652-7
S2	650-7	650-7	657-2
S3	642-7	646-7	656-4
S4	634-7	638-7	654-3

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	772-6	757-0	681-4
R3	731-4	715-6	670-1
R2	690-2	690-2	666-2
R1	674-4	674-4	662-4	682-3
PP	649-0	649-0	649-0	653-0
S1	633-2	633-2	655-0	641-1
S2	607-6	607-6	651-2
S3	566-4	592-0	647-3
S4	525-2	550-6	636-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	664-6	623-4	41-2	6.3%	14-0	2.1%	85%	False	False	16,413
10	664-6	599-6	65-0	9.9%	11-7	1.8%	91%	False	False	16,304
20	722-4	599-6	122-6	18.6%	11-4	1.7%	48%	False	False	14,014
40	792-0	599-6	192-2	29.2%	10-5	1.6%	31%	False	False	11,038

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	697-0
2.618	684-0
1.618	676-0
1.000	671-0
0.618	668-0
HIGH	663-0
0.618	660-0
0.500	659-0
0.382	658-0
LOW	655-0
0.618	650-0
1.000	647-0
1.618	642-0
2.618	634-0
4.250	621-0

Fisher Pivots for day following 14-Oct-2011
Pivot	1 day	3 day
R1	659-0	657-4
PP	658-7	656-2
S1	658-7	655-0

Download as Excel Spreadsheet

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

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