CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	713-0	687-4	-25-4	-3.6%	768-2
High	713-0	695-0	-18-0	-2.5%	768-6
Low	710-0	672-4	-37-4	-5.3%	717-4
Close	709-4	674-2	-35-2	-5.0%	717-0
Range	3-0	22-4	19-4	650.0%	51-2
ATR	12-3	14-1	1-6	14.2%	0-0
Volume	8,494	8,538	44	0.5%	61,546

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	748-1	733-5	686-5
R3	725-5	711-1	680-4
R2	703-1	703-1	678-3
R1	688-5	688-5	676-2	684-5
PP	680-5	680-5	680-5	678-4
S1	666-1	666-1	672-2	662-1
S2	658-1	658-1	670-1
S3	635-5	643-5	668-0
S4	613-1	621-1	661-7

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	728-6	672-4	56-2	8.3%	11-4	1.7%	3%	False	True	9,690
10	768-6	672-4	96-2	14.3%	10-4	1.6%	2%	False	True	11,307
20	794-4	672-4	122-0	18.1%	10-4	1.6%	1%	False	True	11,625

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-2
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	790-5
2.618	753-7
1.618	731-3
1.000	717-4
0.618	708-7
HIGH	695-0
0.618	686-3
0.500	683-6
0.382	681-1
LOW	672-4
0.618	658-5
1.000	650-0
1.618	636-1
2.618	613-5
4.250	576-7

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	683-6	699-0
PP	680-5	690-6
S1	677-3	682-4

Download as Excel Spreadsheet

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

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