CME Pit-Traded Corn Future May 2012

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

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	736-0	732-0	-4-0	-0.5%	703-0
High	736-0	732-2	-3-6	-0.5%	736-0
Low	730-0	732-0	2-0	0.3%	703-0
Close	731-0	732-0	1-0	0.1%	732-0
Range	6-0	0-2	-5-6	-95.8%	33-0
ATR
Volume	7,042	8,705	1,663	23.6%	32,873

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	732-7	732-5	732-1
R3	732-5	732-3	732-1
R2	732-3	732-3	732-0
R1	732-1	732-1	732-0	732-1
PP	732-1	732-1	732-1	732-0
S1	731-7	731-7	732-0	731-7
S2	731-7	731-7	732-0
S3	731-5	731-5	731-7
S4	731-3	731-3	731-7

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	822-5	810-3	750-1
R3	789-5	777-3	741-1
R2	756-5	756-5	738-0
R1	744-3	744-3	735-0	750-4
PP	723-5	723-5	723-5	726-6
S1	711-3	711-3	729-0	717-4
S2	690-5	690-5	726-0
S3	657-5	678-3	722-7
S4	624-5	645-3	713-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	736-0	703-0	33-0	4.5%	3-0	0.4%	88%	False	False	6,574
10	736-0	695-0	41-0	5.6%	6-7	0.9%	90%	False	False	5,950

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	733-2
2.618	732-7
1.618	732-5
1.000	732-4
0.618	732-3
HIGH	732-2
0.618	732-1
0.500	732-1
0.382	732-1
LOW	732-0
0.618	731-7
1.000	731-6
1.618	731-5
2.618	731-3
4.250	731-0

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	732-1	728-5
PP	732-1	725-1
S1	732-0	721-6

Download as Excel Spreadsheet

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

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