CME Pit-Traded Corn Future December 2012

Trading Metrics calculated at close of trading on 03-May-2012

Day Change Summary
	Previous	Current
	02-May-2012	03-May-2012	Change	Change %	Previous Week
Open	536-0	530-4	-5-4	-1.0%	536-0
High	537-4	530-4	-7-0	-1.3%	549-0
Low	530-2	525-0	-5-2	-1.0%	533-0
Close	531-0	529-4	-1-4	-0.3%	538-6
Range	7-2	5-4	-1-6	-24.1%	16-0
ATR	8-4	8-2	-0-1	-2.1%	0-0
Volume	56,476	63,767	7,291	12.9%	276,826

Daily Pivots for day following 03-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	544-7	542-5	532-4
R3	539-3	537-1	531-0
R2	533-7	533-7	530-4
R1	531-5	531-5	530-0	530-0
PP	528-3	528-3	528-3	527-4
S1	526-1	526-1	529-0	524-4
S2	522-7	522-7	528-4
S3	517-3	520-5	528-0
S4	511-7	515-1	526-4

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	588-2	579-4	547-4
R3	572-2	563-4	543-1
R2	556-2	556-2	541-5
R1	547-4	547-4	540-2	551-7
PP	540-2	540-2	540-2	542-4
S1	531-4	531-4	537-2	535-7
S2	524-2	524-2	535-7
S3	508-2	515-4	534-3
S4	492-2	499-4	530-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	544-4	525-0	19-4	3.7%	7-3	1.4%	23%	False	True	59,480
10	549-0	525-0	24-0	4.5%	8-1	1.5%	19%	False	True	61,057
20	551-2	525-0	26-2	5.0%	6-6	1.3%	17%	False	True	51,966
40	575-0	522-0	53-0	10.0%	7-1	1.4%	14%	False	False	48,380
60	577-0	522-0	55-0	10.4%	6-7	1.3%	14%	False	False	42,830

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1-2
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	553-7
2.618	544-7
1.618	539-3
1.000	536-0
0.618	533-7
HIGH	530-4
0.618	528-3
0.500	527-6
0.382	527-1
LOW	525-0
0.618	521-5
1.000	519-4
1.618	516-1
2.618	510-5
4.250	501-5

Fisher Pivots for day following 03-May-2012
Pivot	1 day	3 day
R1	528-7	532-4
PP	528-3	531-4
S1	527-6	530-4

Download as Excel Spreadsheet

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

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