CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 27-Dec-2011

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	589-2	600-0	10-6	1.8%	576-6
High	594-0	603-0	9-0	1.5%	594-0
Low	589-2	600-0	10-6	1.8%	576-0
Close	593-0	601-2	8-2	1.4%	593-0
Range	4-6	3-0	-1-6	-36.8%	18-0
ATR	6-6	7-0	0-2	3.5%	0-0
Volume	2,816	820	-1,996	-70.9%	12,205

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	610-3	608-7	602-7
R3	607-3	605-7	602-1
R2	604-3	604-3	601-6
R1	602-7	602-7	601-4	603-5
PP	601-3	601-3	601-3	601-6
S1	599-7	599-7	601-0	600-5
S2	598-3	598-3	600-6
S3	595-3	596-7	600-3
S4	592-3	593-7	599-5

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	641-5	635-3	602-7
R3	623-5	617-3	598-0
R2	605-5	605-5	596-2
R1	599-3	599-3	594-5	602-4
PP	587-5	587-5	587-5	589-2
S1	581-3	581-3	591-3	584-4
S2	569-5	569-5	589-6
S3	551-5	563-3	588-0
S4	533-5	545-3	583-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	603-0	584-4	18-4	3.1%	1-6	0.3%	91%	True	False	2,195
10	603-0	564-2	38-6	6.4%	1-4	0.2%	95%	True	False	2,202
20	603-0	564-2	38-6	6.4%	2-4	0.4%	95%	True	False	2,275
40	636-2	557-4	78-6	13.1%	3-2	0.5%	56%	False	False	2,138

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 2 trading days

Fibonacci Retracements and Extensions
4.250	615-6
2.618	610-7
1.618	607-7
1.000	606-0
0.618	604-7
HIGH	603-0
0.618	601-7
0.500	601-4
0.382	601-1
LOW	600-0
0.618	598-1
1.000	597-0
1.618	595-1
2.618	592-1
4.250	587-2

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	601-4	599-4
PP	601-3	597-7
S1	601-3	596-1

Download as Excel Spreadsheet

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

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