CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	599-2	599-6	0-4	0.1%	588-6
High	600-6	599-6	-1-0	-0.2%	604-6
Low	597-2	590-0	-7-2	-1.2%	586-2
Close	598-4	596-6	-1-6	-0.3%	604-6
Range	3-4	9-6	6-2	178.6%	18-4
ATR	6-6	7-0	0-2	3.2%	0-0
Volume	8,481	9,649	1,168	13.8%	36,983

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	624-6	620-4	602-1
R3	615-0	610-6	599-3
R2	605-2	605-2	598-4
R1	601-0	601-0	597-5	598-2
PP	595-4	595-4	595-4	594-1
S1	591-2	591-2	595-7	588-4
S2	585-6	585-6	595-0
S3	576-0	581-4	594-1
S4	566-2	571-6	591-3

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	2.6%	5-3	0.9%	44%	False	True	9,407
10	605-2	586-2	19-0	3.2%	4-3	0.7%	55%	False	False	8,173
20	611-4	569-6	41-6	7.0%	4-4	0.8%	65%	False	False	8,393
40	618-0	564-2	53-6	9.0%	3-5	0.6%	60%	False	False	5,773
60	618-0	557-4	60-4	10.1%	3-6	0.6%	65%	False	False	4,579

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	641-2
2.618	625-2
1.618	615-4
1.000	609-4
0.618	605-6
HIGH	599-6
0.618	596-0
0.500	594-7
0.382	593-6
LOW	590-0
0.618	584-0
1.000	580-2
1.618	574-2
2.618	564-4
4.250	548-4

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	596-1	597-5
PP	595-4	597-3
S1	594-7	597-0

Download as Excel Spreadsheet

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

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