CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 07-Feb-2012

Day Change Summary
	Previous	Current
	06-Feb-2012	07-Feb-2012	Change	Change %	Previous Week
Open	602-4	599-2	-3-2	-0.5%	588-6
High	605-2	600-6	-4-4	-0.7%	604-6
Low	601-2	597-2	-4-0	-0.7%	586-2
Close	605-2	598-4	-6-6	-1.1%	604-6
Range	4-0	3-4	-0-4	-12.5%	18-4
ATR	6-5	6-6	0-1	1.5%	0-0
Volume	8,345	8,481	136	1.6%	36,983

Daily Pivots for day following 07-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	609-3	607-3	600-3
R3	605-7	603-7	599-4
R2	602-3	602-3	599-1
R1	600-3	600-3	598-7	599-5
PP	598-7	598-7	598-7	598-4
S1	596-7	596-7	598-1	596-1
S2	595-3	595-3	597-7
S3	591-7	593-3	597-4
S4	588-3	589-7	596-5

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	654-1	647-7	614-7
R3	635-5	629-3	609-7
R2	617-1	617-1	608-1
R1	610-7	610-7	606-4	614-0
PP	598-5	598-5	598-5	600-1
S1	592-3	592-3	603-0	595-4
S2	580-1	580-1	601-3
S3	561-5	573-7	599-5
S4	543-1	555-3	594-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	605-2	594-0	11-2	1.9%	4-2	0.7%	40%	False	False	8,514
10	605-2	586-2	19-0	3.2%	3-4	0.6%	64%	False	False	8,396
20	613-0	569-6	43-2	7.2%	4-1	0.7%	66%	False	False	8,211
40	618-0	564-2	53-6	9.0%	3-4	0.6%	64%	False	False	5,610
60	626-0	557-4	68-4	11.4%	3-6	0.6%	60%	False	False	4,445

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	0-6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	615-5
2.618	609-7
1.618	606-3
1.000	604-2
0.618	602-7
HIGH	600-6
0.618	599-3
0.500	599-0
0.382	598-5
LOW	597-2
0.618	595-1
1.000	593-6
1.618	591-5
2.618	588-1
4.250	582-3

Fisher Pivots for day following 07-Feb-2012
Pivot	1 day	3 day
R1	599-0	600-7
PP	598-7	600-1
S1	598-5	599-2

Download as Excel Spreadsheet

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

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