CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 23-Aug-2011

Day Change Summary
	Previous	Current
	22-Aug-2011	23-Aug-2011	Change	Change %	Previous Week
Open	752-6	757-2	4-4	0.6%	740-2
High	753-0	759-2	6-2	0.8%	749-6
Low	747-4	757-2	9-6	1.3%	731-0
Close	751-6	759-2	7-4	1.0%	744-0
Range	5-4	2-0	-3-4	-63.6%	18-6
ATR	11-7	11-4	-0-2	-2.6%	0-0
Volume	4,388	7,272	2,884	65.7%	29,449

Daily Pivots for day following 23-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	764-5	763-7	760-3
R3	762-5	761-7	759-6
R2	760-5	760-5	759-5
R1	759-7	759-7	759-3	760-2
PP	758-5	758-5	758-5	758-6
S1	757-7	757-7	759-1	758-2
S2	756-5	756-5	758-7
S3	754-5	755-7	758-6
S4	752-5	753-7	758-1

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	759-2	731-0	28-2	3.7%	3-5	0.5%	100%	True	False	5,888
10	759-2	710-4	48-6	6.4%	4-5	0.6%	100%	True	False	6,783

Crabel Price Patterns
NR	True
NR4	False
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	0-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	767-6
2.618	764-4
1.618	762-4
1.000	761-2
0.618	760-4
HIGH	759-2
0.618	758-4
0.500	758-2
0.382	758-0
LOW	757-2
0.618	756-0
1.000	755-2
1.618	754-0
2.618	752-0
4.250	748-6

Fisher Pivots for day following 23-Aug-2011
Pivot	1 day	3 day
R1	758-7	756-5
PP	758-5	754-0
S1	758-2	751-3

Download as Excel Spreadsheet

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

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