CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	768-0	768-0	0-0	0.0%	788-4
High	776-0	770-0	-6-0	-0.8%	792-0
Low	765-4	766-4	1-0	0.1%	756-0
Close	775-0	767-6	-7-2	-0.9%	778-4
Range	10-4	3-4	-7-0	-66.7%	36-0
ATR	13-0	12-6	-0-3	-2.5%	0-0
Volume	8,661	8,355	-306	-3.5%	36,715

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	778-5	776-5	769-5
R3	775-1	773-1	768-6
R2	771-5	771-5	768-3
R1	769-5	769-5	768-1	768-7
PP	768-1	768-1	768-1	767-6
S1	766-1	766-1	767-3	765-3
S2	764-5	764-5	767-1
S3	761-1	762-5	766-6
S4	757-5	759-1	765-7

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	789-4	756-0	33-4	4.4%	11-6	1.5%	35%	False	False	8,020
10	792-0	751-2	40-6	5.3%	11-5	1.5%	40%	False	False	7,258
20	792-0	707-4	84-4	11.0%	7-2	1.0%	71%	False	False	5,985

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-7
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	784-7
2.618	779-1
1.618	775-5
1.000	773-4
0.618	772-1
HIGH	770-0
0.618	768-5
0.500	768-2
0.382	767-7
LOW	766-4
0.618	764-3
1.000	763-0
1.618	760-7
2.618	757-3
4.250	751-5

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	768-2	769-6
PP	768-1	769-1
S1	767-7	768-3

Download as Excel Spreadsheet

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

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