CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	591-0	588-4	-2-4	-0.4%	602-4
High	600-0	590-0	-10-0	-1.7%	605-2
Low	588-0	582-0	-6-0	-1.0%	582-0
Close	593-0	584-4	-8-4	-1.4%	584-4
Range	12-0	8-0	-4-0	-33.3%	23-2
ATR	7-2	7-5	0-2	3.6%	0-0
Volume	19,492	15,138	-4,354	-22.3%	61,105

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	609-4	605-0	588-7
R3	601-4	597-0	586-6
R2	593-4	593-4	586-0
R1	589-0	589-0	585-2	587-2
PP	585-4	585-4	585-4	584-5
S1	581-0	581-0	583-6	579-2
S2	577-4	577-4	583-0
S3	569-4	573-0	582-2
S4	561-4	565-0	580-1

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	660-3	645-5	597-2
R3	637-1	622-3	590-7
R2	613-7	613-7	588-6
R1	599-1	599-1	586-5	594-7
PP	590-5	590-5	590-5	588-4
S1	575-7	575-7	582-3	571-5
S2	567-3	567-3	580-2
S3	544-1	552-5	578-1
S4	520-7	529-3	571-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	605-2	582-0	23-2	4.0%	7-4	1.3%	11%	False	True	12,221
10	605-2	582-0	23-2	4.0%	5-7	1.0%	11%	False	True	9,808
20	605-2	569-6	35-4	6.1%	5-1	0.9%	42%	False	False	9,368
40	618-0	564-2	53-6	9.2%	3-7	0.7%	38%	False	False	6,476
60	618-0	557-4	60-4	10.4%	4-0	0.7%	45%	False	False	5,062

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	1-1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	624-0
2.618	611-0
1.618	603-0
1.000	598-0
0.618	595-0
HIGH	590-0
0.618	587-0
0.500	586-0
0.382	585-0
LOW	582-0
0.618	577-0
1.000	574-0
1.618	569-0
2.618	561-0
4.250	548-0

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	586-0	591-0
PP	585-4	588-7
S1	585-0	586-5

Download as Excel Spreadsheet

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

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