CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 02-Sep-2011

Day Change Summary
	Previous	Current
	01-Sep-2011	02-Sep-2011	Change	Change %	Previous Week
Open	774-6	759-0	-15-6	-2.0%	788-4
High	774-6	780-4	5-6	0.7%	792-0
Low	756-0	759-0	3-0	0.4%	756-0
Close	756-4	778-4	22-0	2.9%	778-4
Range	18-6	21-4	2-6	14.7%	36-0
ATR	12-2	13-0	0-7	6.9%	0-0
Volume	5,870	10,198	4,328	73.7%	36,715

Daily Pivots for day following 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	837-1	829-3	790-3
R3	815-5	807-7	784-3
R2	794-1	794-1	782-4
R1	786-3	786-3	780-4	790-2
PP	772-5	772-5	772-5	774-5
S1	764-7	764-7	776-4	768-6
S2	751-1	751-1	774-4
S3	729-5	743-3	772-5
S4	708-1	721-7	766-5

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	883-4	867-0	798-2
R3	847-4	831-0	788-3
R2	811-4	811-4	785-1
R1	795-0	795-0	781-6	785-2
PP	775-4	775-4	775-4	770-5
S1	759-0	759-0	775-2	749-2
S2	739-4	739-4	771-7
S3	703-4	723-0	768-5
S4	667-4	687-0	758-6

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	4.6%	12-3	1.6%	63%	False	False	7,343
10	792-0	746-0	46-0	5.9%	11-2	1.4%	71%	False	False	6,291
20	792-0	703-0	89-0	11.4%	6-7	0.9%	85%	False	False	5,730

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	871-7
2.618	836-6
1.618	815-2
1.000	802-0
0.618	793-6
HIGH	780-4
0.618	772-2
0.500	769-6
0.382	767-2
LOW	759-0
0.618	745-6
1.000	737-4
1.618	724-2
2.618	702-6
4.250	667-5

Fisher Pivots for day following 02-Sep-2011
Pivot	1 day	3 day
R1	775-5	776-5
PP	772-5	774-5
S1	769-6	772-6

Download as Excel Spreadsheet

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

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