CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 02-Sep-2011

Day Change Summary
	Previous	Current
	01-Sep-2011	02-Sep-2011	Change	Change %	Previous Week
Open	773-2	763-4	-9-6	-1.3%	791-0
High	773-2	784-0	10-6	1.4%	794-4
Low	759-6	763-4	3-6	0.5%	759-6
Close	760-0	782-0	22-0	2.9%	782-0
Range	13-4	20-4	7-0	51.9%	34-6
ATR	12-4	13-3	0-7	6.6%	0-0
Volume	8,161	17,574	9,413	115.3%	58,423

Daily Pivots for day following 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	838-0	830-4	793-2
R3	817-4	810-0	787-5
R2	797-0	797-0	785-6
R1	789-4	789-4	783-7	793-2
PP	776-4	776-4	776-4	778-3
S1	769-0	769-0	780-1	772-6
S2	756-0	756-0	778-2
S3	735-4	748-4	776-3
S4	715-0	728-0	770-6

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	883-0	867-2	801-1
R3	848-2	832-4	791-4
R2	813-4	813-4	788-3
R1	797-6	797-6	785-1	788-2
PP	778-6	778-6	778-6	774-0
S1	763-0	763-0	778-7	753-4
S2	744-0	744-0	775-5
S3	709-2	728-2	772-4
S4	674-4	693-4	762-7

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	4.4%	11-2	1.4%	64%	False	False	11,684
10	794-4	747-4	47-0	6.0%	10-3	1.3%	73%	False	False	10,167
20	794-4	707-4	87-0	11.1%	7-4	1.0%	86%	False	False	8,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	871-1
2.618	837-5
1.618	817-1
1.000	804-4
0.618	796-5
HIGH	784-0
0.618	776-1
0.500	773-6
0.382	771-3
LOW	763-4
0.618	750-7
1.000	743-0
1.618	730-3
2.618	709-7
4.250	676-3

Fisher Pivots for day following 02-Sep-2011
Pivot	1 day	3 day
R1	779-2	780-0
PP	776-4	777-7
S1	773-6	775-7

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols