CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	751-2	758-2	7-0	0.9%	750-4
High	760-4	780-0	19-4	2.6%	780-0
Low	751-2	758-2	7-0	0.9%	746-0
Close	758-6	782-0	23-2	3.1%	782-0
Range	9-2	21-6	12-4	135.1%	34-0
ATR	11-0	11-6	0-6	7.0%	0-0
Volume	4,614	5,790	1,176	25.5%	26,203

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	838-5	832-1	794-0
R3	816-7	810-3	788-0
R2	795-1	795-1	786-0
R1	788-5	788-5	784-0	791-7
PP	773-3	773-3	773-3	775-0
S1	766-7	766-7	780-0	770-1
S2	751-5	751-5	778-0
S3	729-7	745-1	776-0
S4	708-1	723-3	770-0

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	871-3	860-5	800-6
R3	837-3	826-5	791-3
R2	803-3	803-3	788-2
R1	792-5	792-5	785-1	798-0
PP	769-3	769-3	769-3	772-0
S1	758-5	758-5	778-7	764-0
S2	735-3	735-3	775-6
S3	701-3	724-5	772-5
S4	667-3	690-5	763-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	780-0	746-0	34-0	4.3%	10-0	1.3%	106%	True	False	5,240
10	780-0	729-0	51-0	6.5%	6-0	0.8%	104%	True	False	4,502
20	780-0	695-0	85-0	10.9%	6-4	0.8%	102%	True	False	5,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-2
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	872-4
2.618	837-0
1.618	815-2
1.000	801-6
0.618	793-4
HIGH	780-0
0.618	771-6
0.500	769-1
0.382	766-4
LOW	758-2
0.618	744-6
1.000	736-4
1.618	723-0
2.618	701-2
4.250	665-6

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	777-6	776-4
PP	773-3	771-1
S1	769-1	765-5

Download as Excel Spreadsheet

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

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