CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	659-2	629-4	-29-6	-4.5%	666-2
High	660-4	630-0	-30-4	-4.6%	689-6
Low	654-2	618-4	-35-6	-5.5%	618-4
Close	658-4	619-2	-39-2	-6.0%	619-2
Range	6-2	11-4	5-2	84.0%	71-2
ATR	14-1	16-0	1-7	13.0%	0-0
Volume	21,736	13,636	-8,100	-37.3%	77,540

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	657-1	649-5	625-5
R3	645-5	638-1	622-3
R2	634-1	634-1	621-3
R1	626-5	626-5	620-2	624-5
PP	622-5	622-5	622-5	621-4
S1	615-1	615-1	618-2	613-1
S2	611-1	611-1	617-1
S3	599-5	603-5	616-1
S4	588-1	592-1	612-7

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	856-2	809-0	658-4
R3	785-0	737-6	638-7
R2	713-6	713-6	632-2
R1	666-4	666-4	625-6	654-4
PP	642-4	642-4	642-4	636-4
S1	595-2	595-2	612-6	583-2
S2	571-2	571-2	606-2
S3	500-0	524-0	599-5
S4	428-6	452-6	580-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	689-6	618-4	71-2	11.5%	8-4	1.4%	1%	False	True	15,508
10	725-4	618-4	107-0	17.3%	10-1	1.6%	1%	False	True	13,013
20	784-0	618-4	165-4	26.7%	9-7	1.6%	0%	False	True	13,229
40	794-4	618-4	176-0	28.4%	8-1	1.3%	0%	False	True	10,616

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	678-7
2.618	660-1
1.618	648-5
1.000	641-4
0.618	637-1
HIGH	630-0
0.618	625-5
0.500	624-2
0.382	622-7
LOW	618-4
0.618	611-3
1.000	607-0
1.618	599-7
2.618	588-3
4.250	569-5

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	624-2	639-4
PP	622-5	632-6
S1	620-7	626-0

Download as Excel Spreadsheet

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

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