CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 13-Feb-2012

Day Change Summary
	Previous	Current
	10-Feb-2012	13-Feb-2012	Change	Change %	Previous Week
Open	588-4	586-0	-2-4	-0.4%	602-4
High	590-0	592-4	2-4	0.4%	605-2
Low	582-0	586-0	4-0	0.7%	582-0
Close	584-4	591-4	7-0	1.2%	584-4
Range	8-0	6-4	-1-4	-18.8%	23-2
ATR	7-5	7-5	0-0	0.4%	0-0
Volume	15,138	10,548	-4,590	-30.3%	61,105

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	609-4	607-0	595-1
R3	603-0	600-4	593-2
R2	596-4	596-4	592-6
R1	594-0	594-0	592-1	595-2
PP	590-0	590-0	590-0	590-5
S1	587-4	587-4	590-7	588-6
S2	583-4	583-4	590-2
S3	577-0	581-0	589-6
S4	570-4	574-4	587-7

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	600-6	582-0	18-6	3.2%	8-0	1.3%	51%	False	False	12,661
10	605-2	582-0	23-2	3.9%	6-2	1.1%	41%	False	False	10,179
20	605-2	569-6	35-4	6.0%	5-2	0.9%	61%	False	False	9,216
40	618-0	564-2	53-6	9.1%	4-0	0.7%	51%	False	False	6,671
60	618-0	557-4	60-4	10.2%	4-1	0.7%	56%	False	False	5,206

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	620-1
2.618	609-4
1.618	603-0
1.000	599-0
0.618	596-4
HIGH	592-4
0.618	590-0
0.500	589-2
0.382	588-4
LOW	586-0
0.618	582-0
1.000	579-4
1.618	575-4
2.618	569-0
4.250	558-3

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	590-6	591-3
PP	590-0	591-1
S1	589-2	591-0

Download as Excel Spreadsheet

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

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