CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	601-0	600-6	-0-2	0.0%	588-6
High	601-4	604-6	3-2	0.5%	604-6
Low	600-0	596-4	-3-4	-0.6%	586-2
Close	601-4	604-6	3-2	0.5%	604-6
Range	1-4	8-2	6-6	450.0%	18-4
ATR	6-6	6-7	0-1	1.6%	0-0
Volume	11,815	8,747	-3,068	-26.0%	36,983

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	626-6	624-0	609-2
R3	618-4	615-6	607-0
R2	610-2	610-2	606-2
R1	607-4	607-4	605-4	608-7
PP	602-0	602-0	602-0	602-6
S1	599-2	599-2	604-0	600-5
S2	593-6	593-6	603-2
S3	585-4	591-0	602-4
S4	577-2	582-6	600-2

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	654-1	647-7	614-7
R3	635-5	629-3	609-7
R2	617-1	617-1	608-1
R1	610-7	610-7	606-4	614-0
PP	598-5	598-5	598-5	600-1
S1	592-3	592-3	603-0	595-4
S2	580-1	580-1	601-3
S3	561-5	573-7	599-5
S4	543-1	555-3	594-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	604-6	586-2	18-4	3.1%	4-2	0.7%	100%	True	False	7,396
10	604-6	574-2	30-4	5.0%	4-0	0.7%	100%	True	False	8,261
20	615-4	569-6	45-6	7.6%	4-0	0.7%	77%	False	False	7,781
40	618-0	564-2	53-6	8.9%	3-3	0.6%	75%	False	False	5,351
60	636-2	557-4	78-6	13.0%	3-5	0.6%	60%	False	False	4,225

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	639-6
2.618	626-3
1.618	618-1
1.000	613-0
0.618	609-7
HIGH	604-6
0.618	601-5
0.500	600-5
0.382	599-5
LOW	596-4
0.618	591-3
1.000	588-2
1.618	583-1
2.618	574-7
4.250	561-4

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	603-3	603-0
PP	602-0	601-1
S1	600-5	599-3

Download as Excel Spreadsheet

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

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