CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 19-Dec-2011

Day Change Summary
	Previous	Current
	16-Dec-2011	19-Dec-2011	Change	Change %	Previous Week
Open	568-0	576-6	8-6	1.5%	566-2
High	569-2	581-0	11-6	2.1%	578-4
Low	568-0	576-0	8-0	1.4%	564-2
Close	569-2	581-0	11-6	2.1%	569-2
Range	1-2	5-0	3-6	300.0%	14-2
ATR	7-1	7-4	0-3	4.6%	0-0
Volume	1,720	2,048	328	19.1%	12,536

Daily Pivots for day following 19-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	594-3	592-5	583-6
R3	589-3	587-5	582-3
R2	584-3	584-3	581-7
R1	582-5	582-5	581-4	583-4
PP	579-3	579-3	579-3	579-6
S1	577-5	577-5	580-4	578-4
S2	574-3	574-3	580-1
S3	569-3	572-5	579-5
S4	564-3	567-5	578-2

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	613-3	605-5	577-1
R3	599-1	591-3	573-1
R2	584-7	584-7	571-7
R1	577-1	577-1	570-4	581-0
PP	570-5	570-5	570-5	572-5
S1	562-7	562-7	568-0	566-6
S2	556-3	556-3	566-5
S3	542-1	548-5	565-3
S4	527-7	534-3	561-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	581-0	564-2	16-6	2.9%	1-2	0.2%	100%	True	False	2,210
10	581-0	564-2	16-6	2.9%	2-3	0.4%	100%	True	False	2,550
20	581-0	557-4	23-4	4.0%	3-0	0.5%	100%	True	False	2,174

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	602-2
2.618	594-1
1.618	589-1
1.000	586-0
0.618	584-1
HIGH	581-0
0.618	579-1
0.500	578-4
0.382	577-7
LOW	576-0
0.618	572-7
1.000	571-0
1.618	567-7
2.618	562-7
4.250	554-6

Fisher Pivots for day following 19-Dec-2011
Pivot	1 day	3 day
R1	580-1	578-2
PP	579-3	575-3
S1	578-4	572-5

Download as Excel Spreadsheet

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

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