CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	757-2	758-6	1-4	0.2%	740-2
High	759-2	766-0	6-6	0.9%	749-6
Low	757-2	758-0	0-6	0.1%	731-0
Close	759-2	758-6	-0-4	-0.1%	744-0
Range	2-0	8-0	6-0	300.0%	18-6
ATR	11-4	11-2	-0-2	-2.2%	0-0
Volume	7,272	9,985	2,713	37.3%	29,449

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	784-7	779-7	763-1
R3	776-7	771-7	761-0
R2	768-7	768-7	760-2
R1	763-7	763-7	759-4	762-6
PP	760-7	760-7	760-7	760-3
S1	755-7	755-7	758-0	754-6
S2	752-7	752-7	757-2
S3	744-7	747-7	756-4
S4	736-7	739-7	754-3

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	766-0	731-0	35-0	4.6%	4-1	0.5%	79%	True	False	6,665
10	766-0	731-0	35-0	4.6%	5-0	0.7%	79%	True	False	7,231

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	800-0
2.618	787-0
1.618	779-0
1.000	774-0
0.618	771-0
HIGH	766-0
0.618	763-0
0.500	762-0
0.382	761-0
LOW	758-0
0.618	753-0
1.000	750-0
1.618	745-0
2.618	737-0
4.250	724-0

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	762-0	758-1
PP	760-7	757-3
S1	759-7	756-6

Download as Excel Spreadsheet

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

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