CME Pit-Traded Corn Future July 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	771-4	768-4	-3-0	-0.4%	791-0
High	771-4	768-4	-3-0	-0.4%	794-4
Low	771-4	758-0	-13-4	-1.7%	759-6
Close	772-0	758-4	-13-4	-1.7%	782-0
Range	0-0	10-4	10-4		34-6
ATR	12-4	12-5	0-1	0.8%	0-0
Volume	11,933	16,536	4,603	38.6%	58,423

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	793-1	786-3	764-2
R3	782-5	775-7	761-3
R2	772-1	772-1	760-3
R1	765-3	765-3	759-4	763-4
PP	761-5	761-5	761-5	760-6
S1	754-7	754-7	757-4	753-0
S2	751-1	751-1	756-5
S3	740-5	744-3	755-5
S4	730-1	733-7	752-6

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	784-0	758-0	26-0	3.4%	10-1	1.3%	2%	False	True	13,028
10	794-4	753-0	41-4	5.5%	10-4	1.4%	13%	False	False	11,944
20	794-4	731-0	63-4	8.4%	7-6	1.0%	43%	False	False	9,587

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	0-0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	813-1
2.618	796-0
1.618	785-4
1.000	779-0
0.618	775-0
HIGH	768-4
0.618	764-4
0.500	763-2
0.382	762-0
LOW	758-0
0.618	751-4
1.000	747-4
1.618	741-0
2.618	730-4
4.250	713-3

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	763-2	769-0
PP	761-5	765-4
S1	760-1	762-0

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