CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	768-0	765-0	-3-0	-0.4%	788-4
High	770-0	765-0	-5-0	-0.6%	792-0
Low	766-4	753-0	-13-4	-1.8%	756-0
Close	767-6	754-0	-13-6	-1.8%	778-4
Range	3-4	12-0	8-4	242.9%	36-0
ATR	12-6	12-7	0-1	1.1%	0-0
Volume	8,355	11,843	3,488	41.7%	36,715

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	793-3	785-5	760-5
R3	781-3	773-5	757-2
R2	769-3	769-3	756-2
R1	761-5	761-5	755-1	759-4
PP	757-3	757-3	757-3	756-2
S1	749-5	749-5	752-7	747-4
S2	745-3	745-3	751-6
S3	733-3	737-5	750-6
S4	721-3	725-5	747-3

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	780-4	753-0	27-4	3.6%	13-2	1.8%	4%	False	True	8,985
10	792-0	751-2	40-6	5.4%	11-7	1.6%	7%	False	False	7,597
20	792-0	729-0	63-0	8.4%	7-6	1.0%	40%	False	False	6,317

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0-5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	816-0
2.618	796-3
1.618	784-3
1.000	777-0
0.618	772-3
HIGH	765-0
0.618	760-3
0.500	759-0
0.382	757-5
LOW	753-0
0.618	745-5
1.000	741-0
1.618	733-5
2.618	721-5
4.250	702-0

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	759-0	764-4
PP	757-3	761-0
S1	755-5	757-4

Download as Excel Spreadsheet

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

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