CME Corn Future December 2013

Trading Metrics calculated at close of trading on 02-Oct-2012

Day Change Summary
	Previous	Current
	01-Oct-2012	02-Oct-2012	Change	Change %	Previous Week
Open	632-0	630-0	-2-0	-0.3%	639-2
High	637-0	635-4	-1-4	-0.2%	641-6
Low	625-4	626-4	1-0	0.2%	603-6
Close	631-2	631-0	-0-2	0.0%	630-4
Range	11-4	9-0	-2-4	-21.7%	38-0
ATR	12-6	12-4	-0-2	-2.1%	0-0
Volume	21,070	6,251	-14,819	-70.3%	18,606

Daily Pivots for day following 02-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	658-0	653-4	636-0
R3	649-0	644-4	633-4
R2	640-0	640-0	632-5
R1	635-4	635-4	631-7	637-6
PP	631-0	631-0	631-0	632-1
S1	626-4	626-4	630-1	628-6
S2	622-0	622-0	629-3
S3	613-0	617-4	628-4
S4	604-0	608-4	626-0

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	739-3	722-7	651-3
R3	701-3	684-7	641-0
R2	663-3	663-3	637-4
R1	646-7	646-7	634-0	636-1
PP	625-3	625-3	625-3	620-0
S1	608-7	608-7	627-0	598-1
S2	587-3	587-3	623-4
S3	549-3	570-7	620-0
S4	511-3	532-7	609-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	637-6	603-6	34-0	5.4%	17-2	2.7%	80%	False	False	7,875
10	644-4	603-6	40-6	6.5%	12-7	2.0%	67%	False	False	6,011
20	665-0	603-6	61-2	9.7%	12-2	1.9%	44%	False	False	5,639

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

Fibonacci Retracements and Extensions
4.250	673-6
2.618	659-0
1.618	650-0
1.000	644-4
0.618	641-0
HIGH	635-4
0.618	632-0
0.500	631-0
0.382	630-0
LOW	626-4
0.618	621-0
1.000	617-4
1.618	612-0
2.618	603-0
4.250	588-2

Fisher Pivots for day following 02-Oct-2012
Pivot	1 day	3 day
R1	631-0	627-4
PP	631-0	623-7
S1	631-0	620-3

Download as Excel Spreadsheet

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

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