CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 12-Oct-2011

Day Change Summary
	Previous	Current
	11-Oct-2011	12-Oct-2011	Change	Change %	Previous Week
Open	632-0	655-0	23-0	3.6%	606-2
High	669-2	667-0	-2-2	-0.3%	638-4
Low	632-0	655-0	23-0	3.6%	606-2
Close	669-2	664-2	-5-0	-0.7%	624-2
Range	37-2	12-0	-25-2	-67.8%	32-2
ATR	16-5	16-3	-0-1	-1.0%	0-0
Volume	17,028	31,379	14,351	84.3%	111,123

Daily Pivots for day following 12-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	698-1	693-1	670-7
R3	686-1	681-1	667-4
R2	674-1	674-1	666-4
R1	669-1	669-1	665-3	671-5
PP	662-1	662-1	662-1	663-2
S1	657-1	657-1	663-1	659-5
S2	650-1	650-1	662-0
S3	638-1	645-1	661-0
S4	626-1	633-1	657-5

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	669-2	622-0	47-2	7.1%	14-1	2.1%	89%	False	False	18,174
10	669-2	606-2	63-0	9.5%	12-1	1.8%	92%	False	False	20,307
20	737-0	606-2	130-6	19.7%	11-3	1.7%	44%	False	False	16,157
40	794-4	606-2	188-2	28.3%	9-7	1.5%	31%	False	False	13,354

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	0-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	718-0
2.618	698-3
1.618	686-3
1.000	679-0
0.618	674-3
HIGH	667-0
0.618	662-3
0.500	661-0
0.382	659-5
LOW	655-0
0.618	647-5
1.000	643-0
1.618	635-5
2.618	623-5
4.250	604-0

Fisher Pivots for day following 12-Oct-2011
Pivot	1 day	3 day
R1	663-1	659-2
PP	662-1	654-1
S1	661-0	649-1

Download as Excel Spreadsheet

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

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