CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 06-Feb-2012

Day Change Summary
	Previous	Current
	03-Feb-2012	06-Feb-2012	Change	Change %	Previous Week
Open	600-6	602-4	1-6	0.3%	588-6
High	604-6	605-2	0-4	0.1%	604-6
Low	596-4	601-2	4-6	0.8%	586-2
Close	604-6	605-2	0-4	0.1%	604-6
Range	8-2	4-0	-4-2	-51.5%	18-4
ATR	6-7	6-5	-0-2	-3.0%	0-0
Volume	8,747	8,345	-402	-4.6%	36,983

Daily Pivots for day following 06-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	615-7	614-5	607-4
R3	611-7	610-5	606-3
R2	607-7	607-7	606-0
R1	606-5	606-5	605-5	607-2
PP	603-7	603-7	603-7	604-2
S1	602-5	602-5	604-7	603-2
S2	599-7	599-7	604-4
S3	595-7	598-5	604-1
S4	591-7	594-5	603-0

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	605-2	590-0	15-2	2.5%	4-4	0.7%	100%	True	False	7,698
10	605-2	580-0	25-2	4.2%	3-6	0.6%	100%	True	False	8,345
20	615-4	569-6	45-6	7.6%	4-2	0.7%	78%	False	False	7,973
40	618-0	564-2	53-6	8.9%	3-4	0.6%	76%	False	False	5,465
60	626-0	557-4	68-4	11.3%	3-6	0.6%	70%	False	False	4,326

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	0-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	622-2
2.618	615-6
1.618	611-6
1.000	609-2
0.618	607-6
HIGH	605-2
0.618	603-6
0.500	603-2
0.382	602-6
LOW	601-2
0.618	598-6
1.000	597-2
1.618	594-6
2.618	590-6
4.250	584-2

Fisher Pivots for day following 06-Feb-2012
Pivot	1 day	3 day
R1	604-5	603-6
PP	603-7	602-3
S1	603-2	600-7

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