CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	768-2	766-4	-1-6	-0.2%	774-0
High	768-6	766-4	-2-2	-0.3%	780-0
Low	768-0	743-0	-25-0	-3.3%	756-0
Close	770-0	747-0	-23-0	-3.0%	760-0
Range	0-6	23-4	22-6	3,033.3%	24-0
ATR	12-0	13-0	1-1	9.0%	0-0
Volume	11,838	12,457	619	5.2%	55,348

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	822-5	808-3	759-7
R3	799-1	784-7	753-4
R2	775-5	775-5	751-2
R1	761-3	761-3	749-1	756-6
PP	752-1	752-1	752-1	749-7
S1	737-7	737-7	744-7	733-2
S2	728-5	728-5	742-6
S3	705-1	714-3	740-4
S4	681-5	690-7	734-1

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	771-4	743-0	28-4	3.8%	8-2	1.1%	14%	False	True	13,741
10	794-4	743-0	51-4	6.9%	9-7	1.3%	8%	False	True	12,432
20	794-4	731-0	63-4	8.5%	8-4	1.1%	25%	False	False	10,137

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	866-3
2.618	828-0
1.618	804-4
1.000	790-0
0.618	781-0
HIGH	766-4
0.618	757-4
0.500	754-6
0.382	752-0
LOW	743-0
0.618	728-4
1.000	719-4
1.618	705-0
2.618	681-4
4.250	643-1

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	754-6	755-7
PP	752-1	752-7
S1	749-5	750-0

Download as Excel Spreadsheet

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

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