CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	786-2	773-2	-13-0	-1.7%	752-6
High	792-0	773-2	-18-6	-2.4%	784-0
Low	786-2	759-6	-26-4	-3.4%	747-4
Close	786-4	760-0	-26-4	-3.4%	784-0
Range	5-6	13-4	7-6	134.8%	36-4
ATR	11-3	12-4	1-1	9.6%	0-0
Volume	10,181	8,161	-2,020	-19.8%	43,256

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	804-7	795-7	767-3
R3	791-3	782-3	763-6
R2	777-7	777-7	762-4
R1	768-7	768-7	761-2	766-5
PP	764-3	764-3	764-3	763-2
S1	755-3	755-3	758-6	753-1
S2	750-7	750-7	757-4
S3	737-3	741-7	756-2
S4	723-7	728-3	752-5

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	881-3	869-1	804-1
R3	844-7	832-5	794-0
R2	808-3	808-3	790-6
R1	796-1	796-1	787-3	802-2
PP	771-7	771-7	771-7	774-7
S1	759-5	759-5	780-5	765-6
S2	735-3	735-3	777-2
S3	698-7	723-1	774-0
S4	662-3	686-5	763-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	794-4	759-6	34-6	4.6%	12-0	1.6%	1%	False	True	10,129
10	794-4	743-4	51-0	6.7%	8-5	1.1%	32%	False	False	8,788
20	794-4	707-4	87-0	11.4%	6-4	0.9%	60%	False	False	8,002

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	830-5
2.618	808-5
1.618	795-1
1.000	786-6
0.618	781-5
HIGH	773-2
0.618	768-1
0.500	766-4
0.382	764-7
LOW	759-6
0.618	751-3
1.000	746-2
1.618	737-7
2.618	724-3
4.250	702-3

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	766-4	777-1
PP	764-3	771-3
S1	762-1	765-6

Download as Excel Spreadsheet

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

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