CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	742-4	750-4	8-0	1.1%	737-0
High	742-4	750-4	8-0	1.1%	748-4
Low	742-0	746-0	4-0	0.5%	729-0
Close	742-0	750-4	8-4	1.1%	742-0
Range	0-4	4-4	4-0	800.0%	19-4
ATR	11-7	11-5	-0-2	-2.0%	0-0
Volume	2,401	2,305	-96	-4.0%	18,820

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	762-4	761-0	753-0
R3	758-0	756-4	751-6
R2	753-4	753-4	751-3
R1	752-0	752-0	750-7	752-6
PP	749-0	749-0	749-0	749-3
S1	747-4	747-4	750-1	748-2
S2	744-4	744-4	749-5
S3	740-0	743-0	749-2
S4	735-4	738-4	748-0

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	798-3	789-5	752-6
R3	778-7	770-1	747-3
R2	759-3	759-3	745-5
R1	750-5	750-5	743-6	755-0
PP	739-7	739-7	739-7	742-0
S1	731-1	731-1	740-2	735-4
S2	720-3	720-3	738-3
S3	700-7	711-5	736-5
S4	681-3	692-1	731-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	750-4	729-0	21-4	2.9%	3-0	0.4%	100%	True	False	3,228
10	750-4	707-4	43-0	5.7%	2-6	0.4%	100%	True	False	4,779

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	0-1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	769-5
2.618	762-2
1.618	757-6
1.000	755-0
0.618	753-2
HIGH	750-4
0.618	748-6
0.500	748-2
0.382	747-6
LOW	746-0
0.618	743-2
1.000	741-4
1.618	738-6
2.618	734-2
4.250	726-7

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	749-6	746-7
PP	749-0	743-3
S1	748-2	739-6

Download as Excel Spreadsheet

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

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