CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 20-Apr-2012

Day Change Summary
	Previous	Current
	19-Apr-2012	20-Apr-2012	Change	Change %	Previous Week
Open	539-2	542-0	2-6	0.5%	527-4
High	542-0	543-4	1-4	0.3%	543-4
Low	539-0	534-4	-4-4	-0.8%	525-2
Close	541-6	536-6	-5-0	-0.9%	536-6
Range	3-0	9-0	6-0	200.0%	18-2
ATR	8-0	8-1	0-1	0.9%	0-0
Volume	68,367	93,172	24,805	36.3%	286,210

Daily Pivots for day following 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	565-2	560-0	541-6
R3	556-2	551-0	539-2
R2	547-2	547-2	538-3
R1	542-0	542-0	537-5	540-1
PP	538-2	538-2	538-2	537-2
S1	533-0	533-0	535-7	531-1
S2	529-2	529-2	535-1
S3	520-2	524-0	534-2
S4	511-2	515-0	531-6

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	589-7	581-5	546-6
R3	571-5	563-3	541-6
R2	553-3	553-3	540-1
R1	545-1	545-1	538-3	549-2
PP	535-1	535-1	535-1	537-2
S1	526-7	526-7	535-1	531-0
S2	516-7	516-7	533-3
S3	498-5	508-5	531-6
S4	480-3	490-3	526-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	543-4	525-2	18-2	3.4%	5-0	0.9%	63%	True	False	57,242
10	551-2	525-2	26-0	4.8%	5-4	1.0%	44%	False	False	47,953
20	561-4	522-0	39-4	7.4%	6-7	1.3%	37%	False	False	49,861
40	575-0	522-0	53-0	9.9%	6-5	1.2%	28%	False	False	43,422

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	581-6
2.618	567-0
1.618	558-0
1.000	552-4
0.618	549-0
HIGH	543-4
0.618	540-0
0.500	539-0
0.382	538-0
LOW	534-4
0.618	529-0
1.000	525-4
1.618	520-0
2.618	511-0
4.250	496-2

Fisher Pivots for day following 20-Apr-2012
Pivot	1 day	3 day
R1	539-0	536-1
PP	538-2	535-5
S1	537-4	535-0

Download as Excel Spreadsheet

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

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