CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	765-0	752-4	-12-4	-1.6%	768-0
High	765-0	756-0	-9-0	-1.2%	776-0
Low	753-0	751-4	-1-4	-0.2%	751-4
Close	754-0	755-6	1-6	0.2%	755-6
Range	12-0	4-4	-7-4	-62.5%	24-4
ATR	12-7	12-2	-0-5	-4.6%	0-0
Volume	11,843	10,707	-1,136	-9.6%	39,566

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	767-7	766-3	758-2
R3	763-3	761-7	757-0
R2	758-7	758-7	756-5
R1	757-3	757-3	756-1	758-1
PP	754-3	754-3	754-3	754-6
S1	752-7	752-7	755-3	753-5
S2	749-7	749-7	754-7
S3	745-3	748-3	754-4
S4	740-7	743-7	753-2

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	834-5	819-5	769-2
R3	810-1	795-1	762-4
R2	785-5	785-5	760-2
R1	770-5	770-5	758-0	765-7
PP	761-1	761-1	761-1	758-6
S1	746-1	746-1	753-4	741-3
S2	736-5	736-5	751-2
S3	712-1	721-5	749-0
S4	687-5	697-1	742-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	780-4	751-4	29-0	3.8%	10-3	1.4%	15%	False	True	9,952
10	792-0	751-4	40-4	5.4%	11-3	1.5%	10%	False	True	8,207
20	792-0	729-0	63-0	8.3%	7-5	1.0%	42%	False	False	6,500

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

Fibonacci Retracements and Extensions
4.250	775-1
2.618	767-6
1.618	763-2
1.000	760-4
0.618	758-6
HIGH	756-0
0.618	754-2
0.500	753-6
0.382	753-2
LOW	751-4
0.618	748-6
1.000	747-0
1.618	744-2
2.618	739-6
4.250	732-3

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	755-1	760-6
PP	754-3	759-1
S1	753-6	757-3

Download as Excel Spreadsheet

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

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