CME Pit-Traded Corn Future July 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	768-4	756-2	-12-2	-1.6%	774-0
High	768-4	762-2	-6-2	-0.8%	780-0
Low	758-0	756-0	-2-0	-0.3%	756-0
Close	758-4	760-0	1-4	0.2%	760-0
Range	10-4	6-2	-4-2	-40.5%	24-0
ATR	12-5	12-2	-0-4	-3.6%	0-0
Volume	16,536	15,942	-594	-3.6%	55,348

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	778-1	775-3	763-4
R3	771-7	769-1	761-6
R2	765-5	765-5	761-1
R1	762-7	762-7	760-5	764-2
PP	759-3	759-3	759-3	760-1
S1	756-5	756-5	759-3	758-0
S2	753-1	753-1	758-7
S3	746-7	750-3	758-2
S4	740-5	744-1	756-4

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	837-3	822-5	773-2
R3	813-3	798-5	766-5
R2	789-3	789-3	764-3
R1	774-5	774-5	762-2	770-0
PP	765-3	765-3	765-3	763-0
S1	750-5	750-5	757-6	746-0
S2	741-3	741-3	755-5
S3	717-3	726-5	753-3
S4	693-3	702-5	746-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	784-0	756-0	28-0	3.7%	8-5	1.1%	14%	False	True	14,584
10	794-4	756-0	38-4	5.1%	10-3	1.4%	10%	False	True	12,356
20	794-4	731-0	63-4	8.4%	7-6	1.0%	46%	False	False	9,998

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	0-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	788-6
2.618	778-5
1.618	772-3
1.000	768-4
0.618	766-1
HIGH	762-2
0.618	759-7
0.500	759-1
0.382	758-3
LOW	756-0
0.618	752-1
1.000	749-6
1.618	745-7
2.618	739-5
4.250	729-4

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	759-6	763-6
PP	759-3	762-4
S1	759-1	761-2

Download as Excel Spreadsheet

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

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