CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 19-Sep-2011

Day Change Summary
	Previous	Current
	16-Sep-2011	19-Sep-2011	Change	Change %	Previous Week
Open	728-6	708-4	-20-2	-2.8%	768-2
High	728-6	713-4	-15-2	-2.1%	768-6
Low	717-4	704-4	-13-0	-1.8%	717-4
Close	717-0	716-2	-0-6	-0.1%	717-0
Range	11-2	9-0	-2-2	-20.0%	51-2
ATR	13-1	13-1	0-0	-0.3%	0-0
Volume	12,862	7,570	-5,292	-41.1%	61,546

Daily Pivots for day following 19-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	738-3	736-3	721-2
R3	729-3	727-3	718-6
R2	720-3	720-3	717-7
R1	718-3	718-3	717-1	719-3
PP	711-3	711-3	711-3	712-0
S1	709-3	709-3	715-3	710-3
S2	702-3	702-3	714-5
S3	693-3	700-3	713-6
S4	684-3	691-3	711-2

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	888-1	853-7	745-2
R3	836-7	802-5	731-1
R2	785-5	785-5	726-3
R1	751-3	751-3	721-6	742-7
PP	734-3	734-3	734-3	730-2
S1	700-1	700-1	712-2	691-5
S2	683-1	683-1	707-5
S3	631-7	648-7	702-7
S4	580-5	597-5	688-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	766-4	704-4	62-0	8.7%	12-2	1.7%	19%	False	True	11,455
10	780-0	704-4	75-4	10.5%	8-4	1.2%	16%	False	True	12,446
20	794-4	704-4	90-0	12.6%	9-4	1.3%	13%	False	True	11,307

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

Fibonacci Retracements and Extensions
4.250	751-6
2.618	737-0
1.618	728-0
1.000	722-4
0.618	719-0
HIGH	713-4
0.618	710-0
0.500	709-0
0.382	708-0
LOW	704-4
0.618	699-0
1.000	695-4
1.618	690-0
2.618	681-0
4.250	666-2

Fisher Pivots for day following 19-Sep-2011
Pivot	1 day	3 day
R1	713-7	720-6
PP	711-3	719-2
S1	709-0	717-6

Download as Excel Spreadsheet

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

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