CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	572-6	576-0	3-2	0.6%	582-4
High	578-6	576-0	-2-6	-0.5%	582-4
Low	572-6	573-0	0-2	0.0%	569-6
Close	578-6	575-4	-3-2	-0.6%	575-4
Range	6-0	3-0	-3-0	-50.0%	12-6
ATR	8-2	8-1	-0-1	-2.2%	0-0
Volume	5,162	4,432	-730	-14.1%	30,048

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	583-7	582-5	577-1
R3	580-7	579-5	576-3
R2	577-7	577-7	576-0
R1	576-5	576-5	575-6	575-6
PP	574-7	574-7	574-7	574-3
S1	573-5	573-5	575-2	572-6
S2	571-7	571-7	575-0
S3	568-7	570-5	574-5
S4	565-7	567-5	573-7

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	614-1	607-5	582-4
R3	601-3	594-7	579-0
R2	588-5	588-5	577-7
R1	582-1	582-1	576-5	579-0
PP	575-7	575-7	575-7	574-3
S1	569-3	569-3	574-3	566-2
S2	563-1	563-1	573-1
S3	550-3	556-5	572-0
S4	537-5	543-7	568-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	582-4	569-6	12-6	2.2%	5-0	0.9%	45%	False	False	8,730
10	615-4	569-6	45-6	7.9%	4-1	0.7%	13%	False	False	7,301
20	618-0	569-6	48-2	8.4%	3-5	0.6%	12%	False	False	5,274
40	618-0	557-4	60-4	10.5%	3-2	0.6%	30%	False	False	3,727

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-1
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	588-6
2.618	583-7
1.618	580-7
1.000	579-0
0.618	577-7
HIGH	576-0
0.618	574-7
0.500	574-4
0.382	574-1
LOW	573-0
0.618	571-1
1.000	570-0
1.618	568-1
2.618	565-1
4.250	560-2

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	575-1	575-1
PP	574-7	574-5
S1	574-4	574-2

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

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