CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	592-0	587-4	-4-4	-0.8%	602-4
High	592-0	594-2	2-2	0.4%	605-2
Low	584-2	587-4	3-2	0.6%	582-0
Close	586-4	594-2	7-6	1.3%	584-4
Range	7-6	6-6	-1-0	-12.9%	23-2
ATR	7-3	7-3	0-0	0.4%	0-0
Volume	8,748	9,744	996	11.4%	61,105

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	612-2	610-0	598-0
R3	605-4	603-2	596-1
R2	598-6	598-6	595-4
R1	596-4	596-4	594-7	597-5
PP	592-0	592-0	592-0	592-4
S1	589-6	589-6	593-5	590-7
S2	585-2	585-2	593-0
S3	578-4	583-0	592-3
S4	571-6	576-2	590-4

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	594-2	582-0	12-2	2.1%	6-2	1.1%	100%	True	False	10,930
10	605-2	582-0	23-2	3.9%	6-7	1.2%	53%	False	False	10,936
20	605-2	573-0	32-2	5.4%	5-2	0.9%	66%	False	False	9,383
40	618-0	569-6	48-2	8.1%	4-3	0.7%	51%	False	False	7,262
60	618-0	557-4	60-4	10.2%	3-7	0.7%	61%	False	False	5,566

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	1-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	623-0
2.618	611-7
1.618	605-1
1.000	601-0
0.618	598-3
HIGH	594-2
0.618	591-5
0.500	590-7
0.382	590-1
LOW	587-4
0.618	583-3
1.000	580-6
1.618	576-5
2.618	569-7
4.250	558-6

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	593-1	592-5
PP	592-0	590-7
S1	590-7	589-2

Download as Excel Spreadsheet

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

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