CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	731-0	745-4	14-4	2.0%	740-2
High	734-0	745-4	11-4	1.6%	749-6
Low	731-0	743-4	12-4	1.7%	731-0
Close	732-0	744-0	12-0	1.6%	744-0
Range	3-0	2-0	-1-0	-33.3%	18-6
ATR	12-0	12-0	0-1	0.9%	0-0
Volume	7,897	3,783	-4,114	-52.1%	29,449

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	750-3	749-1	745-1
R3	748-3	747-1	744-4
R2	746-3	746-3	744-3
R1	745-1	745-1	744-1	744-6
PP	744-3	744-3	744-3	744-1
S1	743-1	743-1	743-7	742-6
S2	742-3	742-3	743-5
S3	740-3	741-1	743-4
S4	738-3	739-1	742-7

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	797-7	789-5	754-2
R3	779-1	770-7	749-1
R2	760-3	760-3	747-4
R1	752-1	752-1	745-6	756-2
PP	741-5	741-5	741-5	743-5
S1	733-3	733-3	742-2	737-4
S2	722-7	722-7	740-4
S3	704-1	714-5	738-7
S4	685-3	695-7	733-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	749-6	731-0	18-6	2.5%	3-7	0.5%	69%	False	False	5,889
10	749-6	707-4	42-2	5.7%	4-5	0.6%	86%	False	False	7,036

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	754-0
2.618	750-6
1.618	748-6
1.000	747-4
0.618	746-6
HIGH	745-4
0.618	744-6
0.500	744-4
0.382	744-2
LOW	743-4
0.618	742-2
1.000	741-4
1.618	740-2
2.618	738-2
4.250	735-0

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	744-4	742-6
PP	744-3	741-5
S1	744-1	740-3

Download as Excel Spreadsheet

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

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