CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	759-0	768-0	9-0	1.2%	788-4
High	780-4	776-0	-4-4	-0.6%	792-0
Low	759-0	765-4	6-4	0.9%	756-0
Close	778-4	775-0	-3-4	-0.4%	778-4
Range	21-4	10-4	-11-0	-51.2%	36-0
ATR	13-0	13-0	0-0	0.0%	0-0
Volume	10,198	8,661	-1,537	-15.1%	36,715

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	803-5	799-7	780-6
R3	793-1	789-3	777-7
R2	782-5	782-5	776-7
R1	778-7	778-7	776-0	780-6
PP	772-1	772-1	772-1	773-1
S1	768-3	768-3	774-0	770-2
S2	761-5	761-5	773-1
S3	751-1	757-7	772-1
S4	740-5	747-3	769-2

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%	13-2	1.7%	53%	False	False	7,522
10	792-0	751-2	40-6	5.3%	11-6	1.5%	58%	False	False	6,927
20	792-0	707-4	84-4	10.9%	7-2	0.9%	80%	False	False	5,853

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	820-5
2.618	803-4
1.618	793-0
1.000	786-4
0.618	782-4
HIGH	776-0
0.618	772-0
0.500	770-6
0.382	769-4
LOW	765-4
0.618	759-0
1.000	755-0
1.618	748-4
2.618	738-0
4.250	720-7

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	773-5	772-6
PP	772-1	770-4
S1	770-6	768-2

Download as Excel Spreadsheet

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

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