CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 05-Jan-2012

Day Change Summary
	Previous	Current
	04-Jan-2012	05-Jan-2012	Change	Change %	Previous Week
Open	615-0	611-2	-3-6	-0.6%	600-0
High	617-6	611-2	-6-4	-1.1%	613-2
Low	615-0	603-2	-11-6	-1.9%	600-0
Close	617-6	606-4	-11-2	-1.8%	613-2
Range	2-6	8-0	5-2	190.9%	13-2
ATR	6-3	7-0	0-5	9.0%	0-0
Volume	6,421	4,073	-2,348	-36.6%	10,341

Daily Pivots for day following 05-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	631-0	626-6	610-7
R3	623-0	618-6	608-6
R2	615-0	615-0	608-0
R1	610-6	610-6	607-2	608-7
PP	607-0	607-0	607-0	606-0
S1	602-6	602-6	605-6	600-7
S2	599-0	599-0	605-0
S3	591-0	594-6	604-2
S4	583-0	586-6	602-1

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	648-5	644-1	620-4
R3	635-3	630-7	616-7
R2	622-1	622-1	615-5
R1	617-5	617-5	614-4	619-7
PP	608-7	608-7	608-7	610-0
S1	604-3	604-3	612-0	606-5
S2	595-5	595-5	610-7
S3	582-3	591-1	609-5
S4	569-1	577-7	606-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	618-0	603-2	14-6	2.4%	3-0	0.5%	22%	False	True	3,967
10	618-0	589-2	28-6	4.7%	3-1	0.5%	60%	False	False	3,246
20	618-0	564-2	53-6	8.9%	2-6	0.5%	79%	False	False	2,921
40	636-2	557-4	78-6	13.0%	3-4	0.6%	62%	False	False	2,447

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	0-0
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	645-2
2.618	632-2
1.618	624-2
1.000	619-2
0.618	616-2
HIGH	611-2
0.618	608-2
0.500	607-2
0.382	606-2
LOW	603-2
0.618	598-2
1.000	595-2
1.618	590-2
2.618	582-2
4.250	569-2

Fisher Pivots for day following 05-Jan-2012
Pivot	1 day	3 day
R1	607-2	610-5
PP	607-0	609-2
S1	606-6	607-7

Download as Excel Spreadsheet

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

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