CME Pit-Traded Corn Future September 2012

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

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	574-2	566-2	-8-0	-1.4%	571-0
High	575-0	574-2	-0-6	-0.1%	580-6
Low	567-6	566-2	-1-4	-0.3%	567-6
Close	575-0	574-2	-0-6	-0.1%	575-0
Range	7-2	8-0	0-6	10.3%	13-0
ATR	7-4	7-5	0-1	1.2%	0-0
Volume	3,126	3,532	406	13.0%	12,995

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	595-5	592-7	578-5
R3	587-5	584-7	576-4
R2	579-5	579-5	575-6
R1	576-7	576-7	575-0	578-2
PP	571-5	571-5	571-5	572-2
S1	568-7	568-7	573-4	570-2
S2	563-5	563-5	572-6
S3	555-5	560-7	572-0
S4	547-5	552-7	569-7

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	566-2	14-4	2.5%	3-4	0.6%	55%	False	True	2,890
10	580-6	566-2	14-4	2.5%	3-3	0.6%	55%	False	True	2,347
20	608-4	557-4	51-0	8.9%	4-3	0.8%	33%	False	False	2,194

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 9 trading days

Fibonacci Retracements and Extensions
4.250	608-2
2.618	595-2
1.618	587-2
1.000	582-2
0.618	579-2
HIGH	574-2
0.618	571-2
0.500	570-2
0.382	569-2
LOW	566-2
0.618	561-2
1.000	558-2
1.618	553-2
2.618	545-2
4.250	532-2

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	572-7	574-0
PP	571-5	573-6
S1	570-2	573-4

Download as Excel Spreadsheet

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

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