CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	588-6	594-4	5-6	1.0%	579-2
High	588-6	594-4	5-6	1.0%	594-0
Low	586-2	590-0	3-6	0.6%	574-2
Close	587-2	593-4	6-2	1.1%	594-0
Range	2-4	4-4	2-0	80.0%	19-6
ATR	7-1	7-1	0-0	0.1%	0-0
Volume	6,837	4,401	-2,436	-35.6%	45,636

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	606-1	604-3	596-0
R3	601-5	599-7	594-6
R2	597-1	597-1	594-3
R1	595-3	595-3	593-7	594-0
PP	592-5	592-5	592-5	592-0
S1	590-7	590-7	593-1	589-4
S2	588-1	588-1	592-5
S3	583-5	586-3	592-2
S4	579-1	581-7	591-0

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	646-5	640-1	604-7
R3	626-7	620-3	599-3
R2	607-1	607-1	597-5
R1	600-5	600-5	595-6	603-7
PP	587-3	587-3	587-3	589-0
S1	580-7	580-7	592-2	584-1
S2	567-5	567-5	590-3
S3	547-7	561-1	588-5
S4	528-1	541-3	583-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	594-4	586-2	8-2	1.4%	2-6	0.5%	88%	True	False	8,278
10	594-4	569-6	24-6	4.2%	4-3	0.7%	96%	True	False	7,623
20	618-0	569-6	48-2	8.1%	3-7	0.7%	49%	False	False	7,182
40	618-0	564-2	53-6	9.1%	3-1	0.5%	54%	False	False	4,828
60	636-2	557-4	78-6	13.3%	3-5	0.6%	46%	False	False	3,900

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	613-5
2.618	606-2
1.618	601-6
1.000	599-0
0.618	597-2
HIGH	594-4
0.618	592-6
0.500	592-2
0.382	591-6
LOW	590-0
0.618	587-2
1.000	585-4
1.618	582-6
2.618	578-2
4.250	570-7

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	593-1	592-4
PP	592-5	591-3
S1	592-2	590-3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols