CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 16-Aug-2011

Day Change Summary
	Previous	Current
	15-Aug-2011	16-Aug-2011	Change	Change %	Previous Week
Open	737-0	741-0	4-0	0.5%	703-0
High	737-0	742-0	5-0	0.7%	736-0
Low	737-0	741-0	4-0	0.5%	703-0
Close	737-6	745-0	7-2	1.0%	732-0
Range	0-0	1-0	1-0		33-0
ATR
Volume	4,981	2,366	-2,615	-52.5%	32,873

Daily Pivots for day following 16-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	745-5	746-3	745-4
R3	744-5	745-3	745-2
R2	743-5	743-5	745-1
R1	744-3	744-3	745-1	744-0
PP	742-5	742-5	742-5	742-4
S1	743-3	743-3	744-7	743-0
S2	741-5	741-5	744-7
S3	740-5	742-3	744-6
S4	739-5	741-3	744-4

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	742-0	707-4	34-4	4.6%	2-1	0.3%	109%	True	False	5,661
10	742-0	703-0	39-0	5.2%	3-3	0.5%	108%	True	False	5,976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	746-2
2.618	744-5
1.618	743-5
1.000	743-0
0.618	742-5
HIGH	742-0
0.618	741-5
0.500	741-4
0.382	741-3
LOW	741-0
0.618	740-3
1.000	740-0
1.618	739-3
2.618	738-3
4.250	736-6

Fisher Pivots for day following 16-Aug-2011
Pivot	1 day	3 day
R1	743-7	742-3
PP	742-5	739-5
S1	741-4	737-0

Download as Excel Spreadsheet

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

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