CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	606-2	607-6	1-4	0.2%	666-2
High	621-4	616-4	-5-0	-0.8%	689-6
Low	606-2	607-0	0-6	0.1%	618-4
Close	619-2	613-6	-5-4	-0.9%	619-2
Range	15-2	9-4	-5-6	-37.7%	71-2
ATR	16-0	15-6	-0-2	-1.7%	0-0
Volume	33,173	21,344	-11,829	-35.7%	77,540

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	640-7	636-7	619-0
R3	631-3	627-3	616-3
R2	621-7	621-7	615-4
R1	617-7	617-7	614-5	619-7
PP	612-3	612-3	612-3	613-4
S1	608-3	608-3	612-7	610-3
S2	602-7	602-7	612-0
S3	593-3	598-7	611-1
S4	583-7	589-3	608-4

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	660-4	606-2	54-2	8.8%	8-5	1.4%	14%	False	False	22,421
10	713-0	606-2	106-6	17.4%	10-4	1.7%	7%	False	False	16,608
20	771-4	606-2	165-2	26.9%	9-6	1.6%	5%	False	False	14,530
40	794-4	606-2	188-2	30.7%	8-6	1.4%	4%	False	False	11,647

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

Fibonacci Retracements and Extensions
4.250	656-7
2.618	641-3
1.618	631-7
1.000	626-0
0.618	622-3
HIGH	616-4
0.618	612-7
0.500	611-6
0.382	610-5
LOW	607-0
0.618	601-1
1.000	597-4
1.618	591-5
2.618	582-1
4.250	566-5

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	613-1	618-1
PP	612-3	616-5
S1	611-6	615-2

Download as Excel Spreadsheet

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

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