CME Pit-Traded Corn Future July 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	740-2	8-2	1.1%	707-4
High	740-0	740-2	0-2	0.0%	740-0
Low	731-4	740-2	8-6	1.2%	707-4
Close	734-4	740-2	5-6	0.8%	734-4
Range	8-4	0-0	-8-4	-100.0%	32-4
ATR
Volume	13,494	8,018	-5,476	-40.6%	40,911

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	740-2	740-2	740-2
R3	740-2	740-2	740-2
R2	740-2	740-2	740-2
R1	740-2	740-2	740-2	740-2
PP	740-2	740-2	740-2	740-2
S1	740-2	740-2	740-2	740-2
S2	740-2	740-2	740-2
S3	740-2	740-2	740-2
S4	740-2	740-2	740-2

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	824-7	812-1	752-3
R3	792-3	779-5	743-4
R2	759-7	759-7	740-4
R1	747-1	747-1	737-4	753-4
PP	727-3	727-3	727-3	730-4
S1	714-5	714-5	731-4	721-0
S2	694-7	694-7	728-4
S3	662-3	682-1	725-4
S4	629-7	649-5	716-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	740-2	710-0	30-2	4.1%	5-0	0.7%	100%	True	False	8,246
10	740-2	707-4	32-6	4.4%	6-2	0.8%	100%	True	False	7,790

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	740-2
2.618	740-2
1.618	740-2
1.000	740-2
0.618	740-2
HIGH	740-2
0.618	740-2
0.500	740-2
0.382	740-2
LOW	740-2
0.618	740-2
1.000	740-2
1.618	740-2
2.618	740-2
4.250	740-2

Fisher Pivots for day following 15-Aug-2011
Pivot	1 day	3 day
R1	740-2	738-6
PP	740-2	737-1
S1	740-2	735-5

Download as Excel Spreadsheet

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

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