CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	766-4	742-4	-24-0	-3.1%	774-0
High	766-4	749-0	-17-4	-2.3%	780-0
Low	743-0	742-4	-0-4	-0.1%	756-0
Close	747-0	748-6	1-6	0.2%	760-0
Range	23-4	6-4	-17-0	-72.3%	24-0
ATR	13-0	12-4	-0-4	-3.6%	0-0
Volume	12,457	11,936	-521	-4.2%	55,348

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	766-2	764-0	752-3
R3	759-6	757-4	750-4
R2	753-2	753-2	750-0
R1	751-0	751-0	749-3	752-1
PP	746-6	746-6	746-6	747-2
S1	744-4	744-4	748-1	745-5
S2	740-2	740-2	747-4
S3	733-6	738-0	747-0
S4	727-2	731-4	745-1

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	768-6	742-4	26-2	3.5%	9-4	1.3%	24%	False	True	13,741
10	792-0	742-4	49-4	6.6%	9-3	1.2%	13%	False	True	12,749
20	794-4	731-0	63-4	8.5%	8-3	1.1%	28%	False	False	10,551

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	776-5
2.618	766-0
1.618	759-4
1.000	755-4
0.618	753-0
HIGH	749-0
0.618	746-4
0.500	745-6
0.382	745-0
LOW	742-4
0.618	738-4
1.000	736-0
1.618	732-0
2.618	725-4
4.250	714-7

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	747-6	755-5
PP	746-6	753-3
S1	745-6	751-0

Download as Excel Spreadsheet

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

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