CME Corn Future December 2013

Trading Metrics calculated at close of trading on 26-Sep-2012

Day Change Summary
	Previous	Current
	25-Sep-2012	26-Sep-2012	Change	Change %	Previous Week
Open	636-6	637-2	0-4	0.1%	659-4
High	641-6	637-6	-4-0	-0.6%	661-0
Low	635-0	618-0	-17-0	-2.7%	632-0
Close	638-6	619-0	-19-6	-3.1%	639-4
Range	6-6	19-6	13-0	192.6%	29-0
ATR	10-4	11-1	0-6	7.0%	0-0
Volume	3,105	2,133	-972	-31.3%	25,573

Daily Pivots for day following 26-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	684-1	671-3	629-7
R3	664-3	651-5	624-3
R2	644-5	644-5	622-5
R1	631-7	631-7	620-6	628-3
PP	624-7	624-7	624-7	623-2
S1	612-1	612-1	617-2	608-5
S2	605-1	605-1	615-3
S3	585-3	592-3	613-5
S4	565-5	572-5	608-1

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	731-1	714-3	655-4
R3	702-1	685-3	647-4
R2	673-1	673-1	644-7
R1	656-3	656-3	642-1	650-2
PP	644-1	644-1	644-1	641-1
S1	627-3	627-3	636-7	621-2
S2	615-1	615-1	634-1
S3	586-1	598-3	631-4
S4	557-1	569-3	623-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	644-4	618-0	26-4	4.3%	10-5	1.7%	4%	False	True	3,737
10	662-4	618-0	44-4	7.2%	11-4	1.9%	2%	False	True	4,680

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-1
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	721-6
2.618	689-4
1.618	669-6
1.000	657-4
0.618	650-0
HIGH	637-6
0.618	630-2
0.500	627-7
0.382	625-4
LOW	618-0
0.618	605-6
1.000	598-2
1.618	586-0
2.618	566-2
4.250	534-0

Fisher Pivots for day following 26-Sep-2012
Pivot	1 day	3 day
R1	627-7	629-7
PP	624-7	626-2
S1	622-0	622-5

Download as Excel Spreadsheet

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

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