CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 12-Sep-2011

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	756-2	768-2	12-0	1.6%	774-0
High	762-2	768-6	6-4	0.9%	780-0
Low	756-0	768-0	12-0	1.6%	756-0
Close	760-0	770-0	10-0	1.3%	760-0
Range	6-2	0-6	-5-4	-88.0%	24-0
ATR	12-2	12-0	-0-2	-2.0%	0-0
Volume	15,942	11,838	-4,104	-25.7%	55,348

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	771-1	771-3	770-3
R3	770-3	770-5	770-2
R2	769-5	769-5	770-1
R1	769-7	769-7	770-1	769-6
PP	768-7	768-7	768-7	768-7
S1	769-1	769-1	769-7	769-0
S2	768-1	768-1	769-7
S3	767-3	768-3	769-6
S4	766-5	767-5	769-5

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	780-0	756-0	24-0	3.1%	4-6	0.6%	58%	False	False	13,437
10	794-4	756-0	38-4	5.0%	8-0	1.0%	36%	False	False	12,560
20	794-4	731-0	63-4	8.2%	7-3	1.0%	61%	False	False	9,915

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	False
Bull Hook	False
Stretch	0-1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	772-0
2.618	770-6
1.618	770-0
1.000	769-4
0.618	769-2
HIGH	768-6
0.618	768-4
0.500	768-3
0.382	768-2
LOW	768-0
0.618	767-4
1.000	767-2
1.618	766-6
2.618	766-0
4.250	764-6

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	769-4	767-4
PP	768-7	764-7
S1	768-3	762-3

Download as Excel Spreadsheet

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

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