CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 13-Dec-2011

Day Change Summary
	Previous	Current
	12-Dec-2011	13-Dec-2011	Change	Change %	Previous Week
Open	566-2	578-4	12-2	2.2%	571-0
High	574-2	578-4	4-2	0.7%	580-6
Low	566-2	578-4	12-2	2.2%	567-6
Close	574-2	578-4	4-2	0.7%	575-0
Range	8-0	0-0	-8-0	-100.0%	13-0
ATR	7-5	7-3	-0-2	-3.1%	0-0
Volume	3,532	2,986	-546	-15.5%	12,995

Daily Pivots for day following 13-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	578-4	578-4	578-4
R3	578-4	578-4	578-4
R2	578-4	578-4	578-4
R1	578-4	578-4	578-4	578-4
PP	578-4	578-4	578-4	578-4
S1	578-4	578-4	578-4	578-4
S2	578-4	578-4	578-4
S3	578-4	578-4	578-4
S4	578-4	578-4	578-4

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%	84%	False	False	3,220
10	580-6	566-2	14-4	2.5%	2-3	0.4%	84%	False	False	2,503
20	608-4	557-4	51-0	8.8%	4-2	0.7%	41%	False	False	2,235

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-1
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	578-4
2.618	578-4
1.618	578-4
1.000	578-4
0.618	578-4
HIGH	578-4
0.618	578-4
0.500	578-4
0.382	578-4
LOW	578-4
0.618	578-4
1.000	578-4
1.618	578-4
2.618	578-4
4.250	578-4

Fisher Pivots for day following 13-Dec-2011
Pivot	1 day	3 day
R1	578-4	576-4
PP	578-4	574-3
S1	578-4	572-3

Download as Excel Spreadsheet

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

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