CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	629-4	606-2	-23-2	-3.7%	666-2
High	630-0	621-4	-8-4	-1.3%	689-6
Low	618-4	606-2	-12-2	-2.0%	618-4
Close	619-2	619-2	0-0	0.0%	619-2
Range	11-4	15-2	3-6	32.6%	71-2
ATR	16-0	16-0	0-0	-0.3%	0-0
Volume	13,636	33,173	19,537	143.3%	77,540

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	661-3	655-5	627-5
R3	646-1	640-3	623-4
R2	630-7	630-7	622-0
R1	625-1	625-1	620-5	628-0
PP	615-5	615-5	615-5	617-1
S1	609-7	609-7	617-7	612-6
S2	600-3	600-3	616-4
S3	585-1	594-5	615-0
S4	569-7	579-3	610-7

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	606-2	83-4	13.5%	9-4	1.5%	16%	False	True	20,122
10	725-4	606-2	119-2	19.3%	10-6	1.7%	11%	False	True	15,573
20	780-0	606-2	173-6	28.1%	9-5	1.6%	7%	False	True	14,009
40	794-4	606-2	188-2	30.4%	8-4	1.4%	7%	False	True	11,305

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	1-3
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	686-2
2.618	661-3
1.618	646-1
1.000	636-6
0.618	630-7
HIGH	621-4
0.618	615-5
0.500	613-7
0.382	612-1
LOW	606-2
0.618	596-7
1.000	591-0
1.618	581-5
2.618	566-3
4.250	541-4

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	617-4	633-3
PP	615-5	628-5
S1	613-7	624-0

Download as Excel Spreadsheet

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

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