CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	598-2	601-0	2-6	0.5%	579-2
High	598-2	601-4	3-2	0.5%	594-0
Low	594-0	600-0	6-0	1.0%	574-2
Close	598-2	601-4	3-2	0.5%	594-0
Range	4-2	1-4	-2-6	-64.7%	19-6
ATR	7-0	6-6	-0-2	-3.8%	0-0
Volume	5,183	11,815	6,632	128.0%	45,636

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	605-4	605-0	602-3
R3	604-0	603-4	601-7
R2	602-4	602-4	601-6
R1	602-0	602-0	601-5	602-2
PP	601-0	601-0	601-0	601-1
S1	600-4	600-4	601-3	600-6
S2	599-4	599-4	601-2
S3	598-0	599-0	601-1
S4	596-4	597-4	600-5

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	601-4	586-2	15-2	2.5%	3-0	0.5%	100%	True	False	7,762
10	601-4	573-0	28-4	4.7%	3-4	0.6%	100%	True	False	7,830
20	615-4	569-6	45-6	7.6%	4-0	0.7%	69%	False	False	7,547
40	618-0	564-2	53-6	8.9%	3-2	0.5%	69%	False	False	5,166
60	636-2	557-4	78-6	13.1%	3-4	0.6%	56%	False	False	4,101

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	607-7
2.618	605-3
1.618	603-7
1.000	603-0
0.618	602-3
HIGH	601-4
0.618	600-7
0.500	600-6
0.382	600-5
LOW	600-0
0.618	599-1
1.000	598-4
1.618	597-5
2.618	596-1
4.250	593-5

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	601-2	599-5
PP	601-0	597-5
S1	600-6	595-6

Download as Excel Spreadsheet

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

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