CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 09-Dec-2011

Day Change Summary
	Previous	Current
	08-Dec-2011	09-Dec-2011	Change	Change %	Previous Week
Open	580-6	574-2	-6-4	-1.1%	571-0
High	580-6	575-0	-5-6	-1.0%	580-6
Low	580-0	567-6	-12-2	-2.1%	567-6
Close	581-2	575-0	-6-2	-1.1%	575-0
Range	0-6	7-2	6-4	866.7%	13-0
ATR	7-0	7-4	0-4	6.6%	0-0
Volume	2,651	3,126	475	17.9%	12,995

Daily Pivots for day following 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	594-3	591-7	579-0
R3	587-1	584-5	577-0
R2	579-7	579-7	576-3
R1	577-3	577-3	575-5	578-5
PP	572-5	572-5	572-5	573-2
S1	570-1	570-1	574-3	571-3
S2	565-3	565-3	573-5
S3	558-1	562-7	573-0
S4	550-7	555-5	571-0

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	613-4	607-2	582-1
R3	600-4	594-2	578-5
R2	587-4	587-4	577-3
R1	581-2	581-2	576-2	584-3
PP	574-4	574-4	574-4	576-0
S1	568-2	568-2	573-6	571-3
S2	561-4	561-4	572-5
S3	548-4	555-2	571-3
S4	535-4	542-2	567-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	580-6	567-6	13-0	2.3%	2-0	0.3%	56%	False	True	2,599
10	580-6	564-0	16-6	2.9%	3-1	0.5%	66%	False	False	2,099
20	608-4	557-4	51-0	8.9%	3-7	0.7%	34%	False	False	2,189

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

Fibonacci Retracements and Extensions
4.250	605-6
2.618	594-0
1.618	586-6
1.000	582-2
0.618	579-4
HIGH	575-0
0.618	572-2
0.500	571-3
0.382	570-4
LOW	567-6
0.618	563-2
1.000	560-4
1.618	556-0
2.618	548-6
4.250	537-0

Fisher Pivots for day following 09-Dec-2011
Pivot	1 day	3 day
R1	573-6	574-6
PP	572-5	574-4
S1	571-3	574-2

Download as Excel Spreadsheet

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

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