CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 10-Oct-2011

Day Change Summary
	Previous	Current
	07-Oct-2011	10-Oct-2011	Change	Change %	Previous Week
Open	625-4	639-2	13-6	2.2%	606-2
High	625-6	639-2	13-4	2.2%	638-4
Low	622-0	629-0	7-0	1.1%	606-2
Close	624-2	629-2	5-0	0.8%	624-2
Range	3-6	10-2	6-4	173.3%	32-2
ATR	14-6	14-6	0-0	0.1%	0-0
Volume	16,835	8,177	-8,658	-51.4%	111,123

Daily Pivots for day following 10-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	663-2	656-4	634-7
R3	653-0	646-2	632-1
R2	642-6	642-6	631-1
R1	636-0	636-0	630-2	634-2
PP	632-4	632-4	632-4	631-5
S1	625-6	625-6	628-2	624-0
S2	622-2	622-2	627-3
S3	612-0	615-4	626-3
S4	601-6	605-2	623-5

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	719-6	704-2	642-0
R3	687-4	672-0	633-1
R2	655-2	655-2	630-1
R1	639-6	639-6	627-2	647-4
PP	623-0	623-0	623-0	626-7
S1	607-4	607-4	621-2	615-2
S2	590-6	590-6	618-3
S3	558-4	575-2	615-3
S4	526-2	543-0	606-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	639-2	607-0	32-2	5.1%	7-7	1.3%	69%	True	False	17,225
10	689-6	606-2	83-4	13.3%	8-5	1.4%	28%	False	False	18,673
20	766-4	606-2	160-2	25.5%	10-3	1.7%	14%	False	False	14,956
40	794-4	606-2	188-2	29.9%	8-7	1.4%	12%	False	False	12,436

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	0-2
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	682-6
2.618	666-1
1.618	655-7
1.000	649-4
0.618	645-5
HIGH	639-2
0.618	635-3
0.500	634-1
0.382	632-7
LOW	629-0
0.618	622-5
1.000	618-6
1.618	612-3
2.618	602-1
4.250	585-4

Fisher Pivots for day following 10-Oct-2011
Pivot	1 day	3 day
R1	634-1	630-5
PP	632-4	630-1
S1	630-7	629-6

Download as Excel Spreadsheet

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

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