CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	661-4	659-4	-2-0	-0.3%	639-2
High	661-4	665-0	3-4	0.5%	669-2
Low	661-4	659-4	-2-0	-0.3%	629-0
Close	663-2	662-2	-1-0	-0.2%	663-2
Range	0-0	5-4	5-4		40-2
ATR	14-3	13-6	-0-5	-4.4%	0-0
Volume	19,686	30,943	11,257	57.2%	101,185

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	678-6	676-0	665-2
R3	673-2	670-4	663-6
R2	667-6	667-6	663-2
R1	665-0	665-0	662-6	666-3
PP	662-2	662-2	662-2	663-0
S1	659-4	659-4	661-6	660-7
S2	656-6	656-6	661-2
S3	651-2	654-0	660-6
S4	645-6	648-4	659-2

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	774-5	759-1	685-3
R3	734-3	718-7	674-3
R2	694-1	694-1	670-5
R1	678-5	678-5	667-0	686-3
PP	653-7	653-7	653-7	657-6
S1	638-3	638-3	659-4	646-1
S2	613-5	613-5	655-7
S3	573-3	598-1	652-1
S4	533-1	557-7	641-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	669-2	632-0	37-2	5.6%	11-0	1.7%	81%	False	False	24,790
10	669-2	607-0	62-2	9.4%	9-3	1.4%	89%	False	False	21,007
20	725-4	606-2	119-2	18.0%	10-1	1.5%	47%	False	False	18,290
40	794-4	606-2	188-2	28.4%	9-6	1.5%	30%	False	False	14,798

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	688-3
2.618	679-3
1.618	673-7
1.000	670-4
0.618	668-3
HIGH	665-0
0.618	662-7
0.500	662-2
0.382	661-5
LOW	659-4
0.618	656-1
1.000	654-0
1.618	650-5
2.618	645-1
4.250	636-1

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	662-2	662-2
PP	662-2	662-2
S1	662-2	662-2

Download as Excel Spreadsheet

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

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