CME Corn Future December 2013

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

Day Change Summary
	Previous	Current
	19-Sep-2012	20-Sep-2012	Change	Change %	Previous Week
Open	633-0	640-0	7-0	1.1%	658-0
High	641-4	642-2	0-6	0.1%	664-0
Low	632-0	632-2	0-2	0.0%	645-6
Close	639-6	640-2	0-4	0.1%	660-6
Range	9-4	10-0	0-4	5.3%	18-2
ATR
Volume	4,182	4,474	292	7.0%	27,667

Daily Pivots for day following 20-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	668-2	664-2	645-6
R3	658-2	654-2	643-0
R2	648-2	648-2	642-1
R1	644-2	644-2	641-1	646-2
PP	638-2	638-2	638-2	639-2
S1	634-2	634-2	639-3	636-2
S2	628-2	628-2	638-3
S3	618-2	624-2	637-4
S4	608-2	614-2	634-6

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%	12-7	2.0%	27%	False	False	4,890
10	665-0	632-0	33-0	5.2%	11-6	1.8%	25%	False	False	5,344

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3-3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	684-6
2.618	668-3
1.618	658-3
1.000	652-2
0.618	648-3
HIGH	642-2
0.618	638-3
0.500	637-2
0.382	636-1
LOW	632-2
0.618	626-1
1.000	622-2
1.618	616-1
2.618	606-1
4.250	589-6

Fisher Pivots for day following 20-Sep-2012
Pivot	1 day	3 day
R1	639-2	639-7
PP	638-2	639-3
S1	637-2	639-0

Download as Excel Spreadsheet

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

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