CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	610-4	609-0	-1-4	-0.2%	618-0
High	613-0	611-4	-1-4	-0.2%	618-0
Low	610-4	608-2	-2-2	-0.4%	602-2
Close	613-0	611-4	-1-4	-0.2%	602-2
Range	2-4	3-2	0-6	30.0%	15-6
ATR	7-0	6-6	-0-1	-2.3%	0-0
Volume	6,016	6,812	796	13.2%	18,278

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	620-1	619-1	613-2
R3	616-7	615-7	612-3
R2	613-5	613-5	612-1
R1	612-5	612-5	611-6	613-1
PP	610-3	610-3	610-3	610-6
S1	609-3	609-3	611-2	609-7
S2	607-1	607-1	610-7
S3	603-7	606-1	610-5
S4	600-5	602-7	609-6

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	654-6	644-2	610-7
R3	639-0	628-4	606-5
R2	623-2	623-2	605-1
R1	612-6	612-6	603-6	610-1
PP	607-4	607-4	607-4	606-2
S1	597-0	597-0	600-6	594-3
S2	591-6	591-6	599-3
S3	576-0	581-2	597-7
S4	560-2	565-4	593-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	615-4	602-2	13-2	2.2%	3-6	0.6%	70%	False	False	5,025
10	618-0	602-2	15-6	2.6%	3-2	0.5%	59%	False	False	4,434
20	618-0	564-2	53-6	8.8%	2-3	0.4%	88%	False	False	3,318
40	618-0	557-4	60-4	9.9%	3-3	0.5%	89%	False	False	2,756

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	625-2
2.618	620-0
1.618	616-6
1.000	614-6
0.618	613-4
HIGH	611-4
0.618	610-2
0.500	609-7
0.382	609-4
LOW	608-2
0.618	606-2
1.000	605-0
1.618	603-0
2.618	599-6
4.250	594-4

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	611-0	611-7
PP	610-3	611-6
S1	609-7	611-5

Download as Excel Spreadsheet

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

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