CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	741-0	748-4	7-4	1.0%	703-0
High	742-0	748-4	6-4	0.9%	736-0
Low	741-0	742-4	1-4	0.2%	703-0
Close	745-0	742-6	-2-2	-0.3%	732-0
Range	1-0	6-0	5-0	500.0%	33-0
ATR	0-0	11-5	11-5		0-0
Volume	2,366	4,924	2,558	108.1%	32,873

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	762-5	758-5	746-0
R3	756-5	752-5	744-3
R2	750-5	750-5	743-7
R1	746-5	746-5	743-2	745-5
PP	744-5	744-5	744-5	744-0
S1	740-5	740-5	742-2	739-5
S2	738-5	738-5	741-5
S3	732-5	734-5	741-1
S4	726-5	728-5	739-4

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	748-4	730-0	18-4	2.5%	2-5	0.4%	69%	True	False	5,603
10	748-4	703-0	45-4	6.1%	3-5	0.5%	87%	True	False	5,396

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	774-0
2.618	764-2
1.618	758-2
1.000	754-4
0.618	752-2
HIGH	748-4
0.618	746-2
0.500	745-4
0.382	744-6
LOW	742-4
0.618	738-6
1.000	736-4
1.618	732-6
2.618	726-6
4.250	717-0

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	745-4	742-6
PP	744-5	742-6
S1	743-5	742-6

Download as Excel Spreadsheet

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

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