CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 17-Feb-2012

Day Change Summary
	Previous	Current
	16-Feb-2012	17-Feb-2012	Change	Change %	Previous Week
Open	587-4	595-0	7-4	1.3%	586-0
High	594-2	596-6	2-4	0.4%	596-6
Low	587-4	593-0	5-4	0.9%	584-2
Close	594-2	596-6	2-4	0.4%	596-6
Range	6-6	3-6	-3-0	-44.4%	12-4
ATR	7-3	7-1	-0-2	-3.5%	0-0
Volume	9,744	9,085	-659	-6.8%	48,598

Daily Pivots for day following 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	606-6	605-4	598-6
R3	603-0	601-6	597-6
R2	599-2	599-2	597-4
R1	598-0	598-0	597-1	598-5
PP	595-4	595-4	595-4	595-6
S1	594-2	594-2	596-3	594-7
S2	591-6	591-6	596-0
S3	588-0	590-4	595-6
S4	584-2	586-6	594-6

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	630-1	625-7	603-5
R3	617-5	613-3	600-2
R2	605-1	605-1	599-0
R1	600-7	600-7	597-7	603-0
PP	592-5	592-5	592-5	593-5
S1	588-3	588-3	595-5	590-4
S2	580-1	580-1	594-4
S3	567-5	575-7	593-2
S4	555-1	563-3	589-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	596-6	584-2	12-4	2.1%	5-4	0.9%	100%	True	False	9,719
10	605-2	582-0	23-2	3.9%	6-4	1.1%	63%	False	False	10,970
20	605-2	574-2	31-0	5.2%	5-2	0.9%	73%	False	False	9,616
40	618-0	569-6	48-2	8.1%	4-3	0.7%	56%	False	False	7,445
60	618-0	557-4	60-4	10.1%	4-0	0.7%	65%	False	False	5,690

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	1-0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	612-6
2.618	606-5
1.618	602-7
1.000	600-4
0.618	599-1
HIGH	596-6
0.618	595-3
0.500	594-7
0.382	594-3
LOW	593-0
0.618	590-5
1.000	589-2
1.618	586-7
2.618	583-1
4.250	577-0

Fisher Pivots for day following 17-Feb-2012
Pivot	1 day	3 day
R1	596-1	594-5
PP	595-4	592-5
S1	594-7	590-4

Download as Excel Spreadsheet

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

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