CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	780-6	787-2	6-4	0.8%	750-4
High	792-0	789-4	-2-4	-0.3%	780-0
Low	780-6	785-0	4-2	0.5%	746-0
Close	791-0	783-6	-7-2	-0.9%	782-0
Range	11-2	4-4	-6-6	-60.0%	34-0
ATR	11-3	11-0	-0-3	-3.4%	0-0
Volume	5,868	7,016	1,148	19.6%	26,203

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	799-5	796-1	786-2
R3	795-1	791-5	785-0
R2	790-5	790-5	784-5
R1	787-1	787-1	784-1	786-5
PP	786-1	786-1	786-1	785-6
S1	782-5	782-5	783-3	782-1
S2	781-5	781-5	782-7
S3	777-1	778-1	782-4
S4	772-5	773-5	781-2

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	871-3	860-5	800-6
R3	837-3	826-5	791-3
R2	803-3	803-3	788-2
R1	792-5	792-5	785-1	798-0
PP	769-3	769-3	769-3	772-0
S1	758-5	758-5	778-7	764-0
S2	735-3	735-3	775-6
S3	701-3	724-5	772-5
S4	667-3	690-5	763-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	792-0	751-2	40-6	5.2%	10-4	1.3%	80%	False	False	6,210
10	792-0	729-0	63-0	8.0%	7-4	1.0%	87%	False	False	5,339
20	792-0	703-0	89-0	11.4%	5-5	0.7%	91%	False	False	5,368

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-4
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	808-5
2.618	801-2
1.618	796-6
1.000	794-0
0.618	792-2
HIGH	789-4
0.618	787-6
0.500	787-2
0.382	786-6
LOW	785-0
0.618	782-2
1.000	780-4
1.618	777-6
2.618	773-2
4.250	765-7

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	787-2	786-3
PP	786-1	785-4
S1	784-7	784-5

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

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