CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 07-Dec-2011

Day Change Summary
	Previous	Current
	06-Dec-2011	07-Dec-2011	Change	Change %	Previous Week
Open	575-6	572-2	-3-4	-0.6%	569-0
High	575-6	572-2	-3-4	-0.6%	576-6
Low	575-6	570-4	-5-2	-0.9%	564-0
Close	575-6	571-4	-4-2	-0.7%	571-6
Range	0-0	1-6	1-6		12-6
ATR	7-0	6-7	-0-1	-1.8%	0-0
Volume	1,335	3,807	2,472	185.2%	7,995

Daily Pivots for day following 07-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	576-5	575-7	572-4
R3	574-7	574-1	572-0
R2	573-1	573-1	571-7
R1	572-3	572-3	571-5	571-7
PP	571-3	571-3	571-3	571-2
S1	570-5	570-5	571-3	570-1
S2	569-5	569-5	571-1
S3	567-7	568-7	571-0
S4	566-1	567-1	570-4

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	609-1	603-1	578-6
R3	596-3	590-3	575-2
R2	583-5	583-5	574-1
R1	577-5	577-5	572-7	580-5
PP	570-7	570-7	570-7	572-2
S1	564-7	564-7	570-5	567-7
S2	558-1	558-1	569-3
S3	545-3	552-1	568-2
S4	532-5	539-3	564-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	576-6	570-4	6-2	1.1%	1-4	0.3%	16%	False	True	2,133
10	576-6	557-4	19-2	3.4%	3-5	0.6%	73%	False	False	1,854
20	626-0	557-4	68-4	12.0%	4-2	0.7%	20%	False	False	2,050

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	579-6
2.618	576-7
1.618	575-1
1.000	574-0
0.618	573-3
HIGH	572-2
0.618	571-5
0.500	571-3
0.382	571-1
LOW	570-4
0.618	569-3
1.000	568-6
1.618	567-5
2.618	565-7
4.250	563-0

Fisher Pivots for day following 07-Dec-2011
Pivot	1 day	3 day
R1	571-4	573-1
PP	571-3	572-5
S1	571-3	572-0

Download as Excel Spreadsheet

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

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