CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	763-4	774-0	10-4	1.4%	791-0
High	784-0	780-0	-4-0	-0.5%	794-4
Low	763-4	774-0	10-4	1.4%	759-6
Close	782-0	778-6	-3-2	-0.4%	782-0
Range	20-4	6-0	-14-4	-70.7%	34-6
ATR	13-3	13-0	-0-3	-2.9%	0-0
Volume	17,574	10,937	-6,637	-37.8%	58,423

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	795-5	793-1	782-0
R3	789-5	787-1	780-3
R2	783-5	783-5	779-7
R1	781-1	781-1	779-2	782-3
PP	777-5	777-5	777-5	778-2
S1	775-1	775-1	778-2	776-3
S2	771-5	771-5	777-5
S3	765-5	769-1	777-1
S4	759-5	763-1	775-4

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	4.5%	11-5	1.5%	55%	False	False	11,124
10	794-4	753-0	41-4	5.3%	10-4	1.3%	62%	False	False	10,822
20	794-4	710-0	84-4	10.9%	7-6	1.0%	81%	False	False	8,764

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	805-4
2.618	795-6
1.618	789-6
1.000	786-0
0.618	783-6
HIGH	780-0
0.618	777-6
0.500	777-0
0.382	776-2
LOW	774-0
0.618	770-2
1.000	768-0
1.618	764-2
2.618	758-2
4.250	748-4

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	778-1	776-4
PP	777-5	774-1
S1	777-0	771-7

Download as Excel Spreadsheet

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

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