CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	580-2	588-2	8-0	1.4%	582-4
High	586-2	588-2	2-0	0.3%	582-4
Low	580-0	587-0	7-0	1.2%	569-6
Close	586-2	587-0	0-6	0.1%	575-4
Range	6-2	1-2	-5-0	-80.0%	12-6
ATR	7-7	7-4	-0-3	-5.3%	0-0
Volume	7,967	11,883	3,916	49.2%	30,048

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	591-1	590-3	587-6
R3	589-7	589-1	587-3
R2	588-5	588-5	587-2
R1	587-7	587-7	587-1	587-5
PP	587-3	587-3	587-3	587-2
S1	586-5	586-5	586-7	586-3
S2	586-1	586-1	586-6
S3	584-7	585-3	586-5
S4	583-5	584-1	586-2

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	588-2	572-6	15-4	2.6%	4-5	0.8%	92%	True	False	7,391
10	611-4	569-6	41-6	7.1%	4-6	0.8%	41%	False	False	8,613
20	618-0	569-6	48-2	8.2%	4-0	0.7%	36%	False	False	6,224
40	618-0	564-0	54-0	9.2%	3-2	0.6%	43%	False	False	4,255
60	636-2	557-4	78-6	13.4%	3-4	0.6%	37%	False	False	3,519

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 12 trading days

Fibonacci Retracements and Extensions
4.250	593-4
2.618	591-4
1.618	590-2
1.000	589-4
0.618	589-0
HIGH	588-2
0.618	587-6
0.500	587-5
0.382	587-4
LOW	587-0
0.618	586-2
1.000	585-6
1.618	585-0
2.618	583-6
4.250	581-6

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	587-5	585-1
PP	587-3	583-1
S1	587-2	581-2

Download as Excel Spreadsheet

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

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