CME Pit-Traded Corn Future July 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	753-0	759-6	6-6	0.9%	752-6
High	761-0	784-0	23-0	3.0%	784-0
Low	753-0	759-6	6-6	0.9%	747-4
Close	760-4	784-0	23-4	3.1%	784-0
Range	8-0	24-2	16-2	203.1%	36-4
ATR	11-0	12-0	1-0	8.5%	0-0
Volume	11,814	9,797	-2,017	-17.1%	43,256

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	848-5	840-5	797-3
R3	824-3	816-3	790-5
R2	800-1	800-1	788-4
R1	792-1	792-1	786-2	796-1
PP	775-7	775-7	775-7	778-0
S1	767-7	767-7	781-6	771-7
S2	751-5	751-5	779-4
S3	727-3	743-5	777-3
S4	703-1	719-3	770-5

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	881-3	869-1	804-1
R3	844-7	832-5	794-0
R2	808-3	808-3	790-6
R1	796-1	796-1	787-3	802-2
PP	771-7	771-7	771-7	774-7
S1	759-5	759-5	780-5	765-6
S2	735-3	735-3	777-2
S3	698-7	723-1	774-0
S4	662-3	686-5	763-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	784-0	747-4	36-4	4.7%	9-4	1.2%	100%	True	False	8,651
10	784-0	731-0	53-0	6.8%	6-6	0.9%	100%	True	False	7,270
20	784-0	707-4	76-4	9.8%	6-4	0.8%	100%	True	False	7,644

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	0-1
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	887-0
2.618	847-4
1.618	823-2
1.000	808-2
0.618	799-0
HIGH	784-0
0.618	774-6
0.500	771-7
0.382	769-0
LOW	759-6
0.618	744-6
1.000	735-4
1.618	720-4
2.618	696-2
4.250	656-6

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	780-0	778-7
PP	775-7	773-5
S1	771-7	768-4

Download as Excel Spreadsheet

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

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