CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 20-Sep-2011

Day Change Summary
	Previous	Current
	19-Sep-2011	20-Sep-2011	Change	Change %	Previous Week
Open	708-4	725-4	17-0	2.4%	768-2
High	713-4	725-4	12-0	1.7%	768-6
Low	704-4	714-0	9-4	1.3%	717-4
Close	716-2	714-2	-2-0	-0.3%	717-0
Range	9-0	11-4	2-4	27.8%	51-2
ATR	13-1	13-0	-0-1	-0.9%	0-0
Volume	7,570	10,989	3,419	45.2%	61,546

Daily Pivots for day following 20-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	752-3	744-7	720-5
R3	740-7	733-3	717-3
R2	729-3	729-3	716-3
R1	721-7	721-7	715-2	719-7
PP	717-7	717-7	717-7	717-0
S1	710-3	710-3	713-2	708-3
S2	706-3	706-3	712-1
S3	694-7	698-7	711-1
S4	683-3	687-3	707-7

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	749-0	704-4	44-4	6.2%	9-7	1.4%	22%	False	False	11,162
10	771-4	704-4	67-0	9.4%	9-0	1.3%	15%	False	False	12,451
20	794-4	704-4	90-0	12.6%	9-6	1.4%	11%	False	False	11,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	774-3
2.618	755-5
1.618	744-1
1.000	737-0
0.618	732-5
HIGH	725-4
0.618	721-1
0.500	719-6
0.382	718-3
LOW	714-0
0.618	706-7
1.000	702-4
1.618	695-3
2.618	683-7
4.250	665-1

Fisher Pivots for day following 20-Sep-2011
Pivot	1 day	3 day
R1	719-6	716-5
PP	717-7	715-7
S1	716-1	715-0

Download as Excel Spreadsheet

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

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