CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	595-0	592-6	-2-2	-0.4%	586-0
High	596-6	592-6	-4-0	-0.7%	596-6
Low	593-0	586-6	-6-2	-1.1%	584-2
Close	596-6	591-6	-5-0	-0.8%	596-6
Range	3-6	6-0	2-2	60.0%	12-4
ATR	7-1	7-3	0-2	2.9%	0-0
Volume	9,085	9,642	557	6.1%	48,598

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	608-3	606-1	595-0
R3	602-3	600-1	593-3
R2	596-3	596-3	592-7
R1	594-1	594-1	592-2	592-2
PP	590-3	590-3	590-3	589-4
S1	588-1	588-1	591-2	586-2
S2	584-3	584-3	590-5
S3	578-3	582-1	590-1
S4	572-3	576-1	588-4

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%	5-3	0.9%	60%	False	False	9,538
10	600-6	582-0	18-6	3.2%	6-5	1.1%	52%	False	False	11,100
20	605-2	580-0	25-2	4.3%	5-2	0.9%	47%	False	False	9,722
40	618-0	569-6	48-2	8.2%	4-4	0.8%	46%	False	False	7,626
60	618-0	557-4	60-4	10.2%	4-0	0.7%	57%	False	False	5,802

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	618-2
2.618	608-4
1.618	602-4
1.000	598-6
0.618	596-4
HIGH	592-6
0.618	590-4
0.500	589-6
0.382	589-0
LOW	586-6
0.618	583-0
1.000	580-6
1.618	577-0
2.618	571-0
4.250	561-2

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	591-1	591-6
PP	590-3	591-6
S1	589-6	591-6

Download as Excel Spreadsheet

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

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