CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 13-Jan-2012

Day Change Summary
	Previous	Current
	12-Jan-2012	13-Jan-2012	Change	Change %	Previous Week
Open	585-0	581-0	-4-0	-0.7%	615-4
High	585-0	581-0	-4-0	-0.7%	615-4
Low	580-0	577-0	-3-0	-0.5%	577-0
Close	580-0	578-0	-2-0	-0.3%	578-0
Range	5-0	4-0	-1-0	-20.0%	38-4
ATR	8-4	8-2	-0-3	-3.8%	0-0
Volume	8,307	13,602	5,295	63.7%	38,454

Daily Pivots for day following 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	590-5	588-3	580-2
R3	586-5	584-3	579-1
R2	582-5	582-5	578-6
R1	580-3	580-3	578-3	579-4
PP	578-5	578-5	578-5	578-2
S1	576-3	576-3	577-5	575-4
S2	574-5	574-5	577-2
S3	570-5	572-3	576-7
S4	566-5	568-3	575-6

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	705-5	680-3	599-1
R3	667-1	641-7	588-5
R2	628-5	628-5	585-0
R1	603-3	603-3	581-4	596-6
PP	590-1	590-1	590-1	586-7
S1	564-7	564-7	574-4	558-2
S2	551-5	551-5	571-0
S3	513-1	526-3	567-3
S4	474-5	487-7	556-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	615-4	577-0	38-4	6.7%	4-0	0.7%	3%	False	True	7,690
10	618-0	577-0	41-0	7.1%	3-4	0.6%	2%	False	True	5,996
20	618-0	564-2	53-6	9.3%	2-7	0.5%	26%	False	False	4,126
40	618-0	557-4	60-4	10.5%	3-4	0.6%	34%	False	False	3,202

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	0-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	598-0
2.618	591-4
1.618	587-4
1.000	585-0
0.618	583-4
HIGH	581-0
0.618	579-4
0.500	579-0
0.382	578-4
LOW	577-0
0.618	574-4
1.000	573-0
1.618	570-4
2.618	566-4
4.250	560-0

Fisher Pivots for day following 13-Jan-2012
Pivot	1 day	3 day
R1	579-0	594-2
PP	578-5	588-7
S1	578-3	583-3

Download as Excel Spreadsheet

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

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