CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	579-2	580-2	1-0	0.2%	582-4
High	581-0	586-2	5-2	0.9%	582-4
Low	574-2	580-0	5-6	1.0%	569-6
Close	580-2	586-2	6-0	1.0%	575-4
Range	6-6	6-2	-0-4	-7.4%	12-6
ATR	8-0	7-7	-0-1	-1.6%	0-0
Volume	7,514	7,967	453	6.0%	30,048

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	602-7	600-7	589-6
R3	596-5	594-5	588-0
R2	590-3	590-3	587-3
R1	588-3	588-3	586-7	589-3
PP	584-1	584-1	584-1	584-6
S1	582-1	582-1	585-5	583-1
S2	577-7	577-7	585-1
S3	571-5	575-7	584-4
S4	565-3	569-5	582-6

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	586-2	569-6	16-4	2.8%	6-0	1.0%	100%	True	False	6,968
10	613-0	569-6	43-2	7.4%	4-7	0.8%	38%	False	False	8,026
20	618-0	569-6	48-2	8.2%	4-1	0.7%	34%	False	False	5,770
40	618-0	557-4	60-4	10.3%	3-4	0.6%	48%	False	False	3,998
60	636-2	557-4	78-6	13.4%	3-5	0.6%	37%	False	False	3,351

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	0-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	612-6
2.618	602-5
1.618	596-3
1.000	592-4
0.618	590-1
HIGH	586-2
0.618	583-7
0.500	583-1
0.382	582-3
LOW	580-0
0.618	576-1
1.000	573-6
1.618	569-7
2.618	563-5
4.250	553-4

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	585-2	584-0
PP	584-1	581-7
S1	583-1	579-5

Download as Excel Spreadsheet

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

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