CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	662-4	654-0	-8-4	-1.3%	635-0
High	663-0	661-4	-1-4	-0.2%	664-6
Low	655-0	654-0	-1-0	-0.2%	623-4
Close	658-6	658-0	-0-6	-0.1%	658-6
Range	8-0	7-4	-0-4	-6.3%	41-2
ATR	15-3	14-7	-0-5	-3.7%	0-0
Volume	15,066	15,877	811	5.4%	82,069

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	680-3	676-5	662-1
R3	672-7	669-1	660-0
R2	665-3	665-3	659-3
R1	661-5	661-5	658-6	663-4
PP	657-7	657-7	657-7	658-6
S1	654-1	654-1	657-2	656-0
S2	650-3	650-3	656-5
S3	642-7	646-5	656-0
S4	635-3	639-1	653-7

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	628-0	36-6	5.6%	13-0	2.0%	82%	False	False	18,337
10	664-6	599-6	65-0	9.9%	11-0	1.7%	90%	False	False	15,501
20	722-4	599-6	122-6	18.7%	11-3	1.7%	47%	False	False	14,361
40	792-0	599-6	192-2	29.2%	10-7	1.6%	30%	False	False	11,375

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	693-3
2.618	681-1
1.618	673-5
1.000	669-0
0.618	666-1
HIGH	661-4
0.618	658-5
0.500	657-6
0.382	656-7
LOW	654-0
0.618	649-3
1.000	646-4
1.618	641-7
2.618	634-3
4.250	622-1

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	657-7	657-0
PP	657-7	656-0
S1	657-6	655-0

Download as Excel Spreadsheet

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

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