CME Corn Future December 2013

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	637-2	633-0	-4-2	-0.7%	658-0
High	646-0	641-4	-4-4	-0.7%	664-0
Low	632-4	632-0	-0-4	-0.1%	645-6
Close	632-4	639-6	7-2	1.1%	660-6
Range	13-4	9-4	-4-0	-29.6%	18-2
ATR
Volume	7,612	4,182	-3,430	-45.1%	27,667

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	666-2	662-4	645-0
R3	656-6	653-0	642-3
R2	647-2	647-2	641-4
R1	643-4	643-4	640-5	645-3
PP	637-6	637-6	637-6	638-6
S1	634-0	634-0	638-7	635-7
S2	628-2	628-2	638-0
S3	618-6	624-4	637-1
S4	609-2	615-0	634-4

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	711-5	704-3	670-6
R3	693-3	686-1	665-6
R2	675-1	675-1	664-1
R1	667-7	667-7	662-3	671-4
PP	656-7	656-7	656-7	658-5
S1	649-5	649-5	659-1	653-2
S2	638-5	638-5	657-3
S3	620-3	631-3	655-6
S4	602-1	613-1	650-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	662-4	632-0	30-4	4.8%	12-3	1.9%	25%	False	True	5,622
10	665-0	632-0	33-0	5.2%	11-6	1.8%	23%	False	True	5,304

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	3-4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	681-7
2.618	666-3
1.618	656-7
1.000	651-0
0.618	647-3
HIGH	641-4
0.618	637-7
0.500	636-6
0.382	635-5
LOW	632-0
0.618	626-1
1.000	622-4
1.618	616-5
2.618	607-1
4.250	591-5

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	638-6	646-4
PP	637-6	644-2
S1	636-6	642-0

Download as Excel Spreadsheet

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

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