CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 20-Dec-2011

Day Change Summary
	Previous	Current
	19-Dec-2011	20-Dec-2011	Change	Change %	Previous Week
Open	576-6	584-4	7-6	1.3%	566-2
High	581-0	584-4	3-4	0.6%	578-4
Low	576-0	584-4	8-4	1.5%	564-2
Close	581-0	584-4	3-4	0.6%	569-2
Range	5-0	0-0	-5-0	-100.0%	14-2
ATR	7-4	7-1	-0-2	-3.8%	0-0
Volume	2,048	1,796	-252	-12.3%	12,536

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	584-4	584-4	584-4
R3	584-4	584-4	584-4
R2	584-4	584-4	584-4
R1	584-4	584-4	584-4	584-4
PP	584-4	584-4	584-4	584-4
S1	584-4	584-4	584-4	584-4
S2	584-4	584-4	584-4
S3	584-4	584-4	584-4
S4	584-4	584-4	584-4

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	584-4	564-2	20-2	3.5%	1-2	0.2%	100%	True	False	1,972
10	584-4	564-2	20-2	3.5%	2-3	0.4%	100%	True	False	2,596
20	584-4	557-4	27-0	4.6%	3-0	0.5%	100%	True	False	2,180

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	584-4
2.618	584-4
1.618	584-4
1.000	584-4
0.618	584-4
HIGH	584-4
0.618	584-4
0.500	584-4
0.382	584-4
LOW	584-4
0.618	584-4
1.000	584-4
1.618	584-4
2.618	584-4
4.250	584-4

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	584-4	581-6
PP	584-4	579-0
S1	584-4	576-2

Download as Excel Spreadsheet

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

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