CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 15-Aug-2011

Day Change Summary
	Previous	Current
	12-Aug-2011	15-Aug-2011	Change	Change %	Previous Week
Open	732-0	737-0	5-0	0.7%	703-0
High	732-2	737-0	4-6	0.6%	736-0
Low	732-0	737-0	5-0	0.7%	703-0
Close	732-0	737-6	5-6	0.8%	732-0
Range	0-2	0-0	-0-2	-100.0%	33-0
ATR
Volume	8,705	4,981	-3,724	-42.8%	32,873

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	737-2	737-4	737-6
R3	737-2	737-4	737-6
R2	737-2	737-2	737-6
R1	737-4	737-4	737-6	737-3
PP	737-2	737-2	737-2	737-2
S1	737-4	737-4	737-6	737-3
S2	737-2	737-2	737-6
S3	737-2	737-4	737-6
S4	737-2	737-4	737-6

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	737-0	707-4	29-4	4.0%	2-4	0.3%	103%	True	False	6,330
10	737-0	703-0	34-0	4.6%	6-2	0.8%	102%	True	False	6,019

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-5
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	737-0
2.618	737-0
1.618	737-0
1.000	737-0
0.618	737-0
HIGH	737-0
0.618	737-0
0.500	737-0
0.382	737-0
LOW	737-0
0.618	737-0
1.000	737-0
1.618	737-0
2.618	737-0
4.250	737-0

Fisher Pivots for day following 15-Aug-2011
Pivot	1 day	3 day
R1	737-4	736-3
PP	737-2	734-7
S1	737-0	733-4

Download as Excel Spreadsheet

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

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