CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	759-6	791-0	31-2	4.1%	752-6
High	784-0	791-2	7-2	0.9%	784-0
Low	759-6	787-0	27-2	3.6%	747-4
Close	784-0	787-6	3-6	0.5%	784-0
Range	24-2	4-2	-20-0	-82.5%	36-4
ATR	12-0	11-5	-0-3	-2.8%	0-0
Volume	9,797	13,738	3,941	40.2%	43,256

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	801-3	798-7	790-1
R3	797-1	794-5	788-7
R2	792-7	792-7	788-4
R1	790-3	790-3	788-1	789-4
PP	788-5	788-5	788-5	788-2
S1	786-1	786-1	787-3	785-2
S2	784-3	784-3	787-0
S3	780-1	781-7	786-5
S4	775-7	777-5	785-3

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	791-2	753-0	38-2	4.9%	9-2	1.2%	91%	True	False	10,521
10	791-2	731-0	60-2	7.6%	7-1	0.9%	94%	True	False	7,842
20	791-2	707-4	83-6	10.6%	6-6	0.9%	96%	True	False	7,816

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	0-1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	809-2
2.618	802-3
1.618	798-1
1.000	795-4
0.618	793-7
HIGH	791-2
0.618	789-5
0.500	789-1
0.382	788-5
LOW	787-0
0.618	784-3
1.000	782-6
1.618	780-1
2.618	775-7
4.250	769-0

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	789-1	782-4
PP	788-5	777-3
S1	788-2	772-1

Download as Excel Spreadsheet

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

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