CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	787-2	774-6	-12-4	-1.6%	750-4
High	789-4	774-6	-14-6	-1.9%	780-0
Low	785-0	756-0	-29-0	-3.7%	746-0
Close	783-6	756-4	-27-2	-3.5%	782-0
Range	4-4	18-6	14-2	316.7%	34-0
ATR	11-0	12-2	1-2	10.9%	0-0
Volume	7,016	5,870	-1,146	-16.3%	26,203

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	818-5	806-3	766-6
R3	799-7	787-5	761-5
R2	781-1	781-1	760-0
R1	768-7	768-7	758-2	765-5
PP	762-3	762-3	762-3	760-6
S1	750-1	750-1	754-6	746-7
S2	743-5	743-5	753-0
S3	724-7	731-3	751-3
S4	706-1	712-5	746-2

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	871-3	860-5	800-6
R3	837-3	826-5	791-3
R2	803-3	803-3	788-2
R1	792-5	792-5	785-1	798-0
PP	769-3	769-3	769-3	772-0
S1	758-5	758-5	778-7	764-0
S2	735-3	735-3	775-6
S3	701-3	724-5	772-5
S4	667-3	690-5	763-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	792-0	756-0	36-0	4.8%	12-4	1.6%	1%	False	True	6,461
10	792-0	742-0	50-0	6.6%	9-1	1.2%	29%	False	False	5,512
20	792-0	703-0	89-0	11.8%	6-4	0.9%	60%	False	False	5,442

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	854-4
2.618	823-7
1.618	805-1
1.000	793-4
0.618	786-3
HIGH	774-6
0.618	767-5
0.500	765-3
0.382	763-1
LOW	756-0
0.618	744-3
1.000	737-2
1.618	725-5
2.618	706-7
4.250	676-2

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	765-3	774-0
PP	762-3	768-1
S1	759-4	762-3

Download as Excel Spreadsheet

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

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