CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 658-4 647-0 -11-4 -1.7% 627-4
High 658-4 655-4 -3-0 -0.5% 653-0
Low 650-2 646-0 -4-2 -0.7% 623-0
Close 651-6 653-4 1-6 0.3% 651-0
Range 8-2 9-4 1-2 15.2% 30-0
ATR 11-0 10-7 -0-1 -1.0% 0-0
Volume 61,687 48,708 -12,979 -21.0% 273,599
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 680-1 676-3 658-6
R3 670-5 666-7 656-1
R2 661-1 661-1 655-2
R1 657-3 657-3 654-3 659-2
PP 651-5 651-5 651-5 652-5
S1 647-7 647-7 652-5 649-6
S2 642-1 642-1 651-6
S3 632-5 638-3 650-7
S4 623-1 628-7 648-2
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 732-3 721-5 667-4
R3 702-3 691-5 659-2
R2 672-3 672-3 656-4
R1 661-5 661-5 653-6 667-0
PP 642-3 642-3 642-3 645-0
S1 631-5 631-5 648-2 637-0
S2 612-3 612-3 645-4
S3 582-3 601-5 642-6
S4 552-3 571-5 634-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 658-4 639-0 19-4 3.0% 7-0 1.1% 74% False False 47,262
10 658-4 614-2 44-2 6.8% 8-2 1.3% 89% False False 51,744
20 672-0 604-0 68-0 10.4% 7-4 1.1% 73% False False 48,738
40 677-0 594-2 82-6 12.7% 7-5 1.2% 72% False False 36,691
60 683-0 594-2 88-6 13.6% 7-6 1.2% 67% False False 32,758
80 683-0 594-2 88-6 13.6% 8-3 1.3% 67% False False 29,357
100 768-6 594-2 174-4 26.7% 8-6 1.3% 34% False False 26,514
120 794-4 594-2 200-2 30.6% 8-4 1.3% 30% False False 23,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 695-7
2.618 680-3
1.618 670-7
1.000 665-0
0.618 661-3
HIGH 655-4
0.618 651-7
0.500 650-6
0.382 649-5
LOW 646-0
0.618 640-1
1.000 636-4
1.618 630-5
2.618 621-1
4.250 605-5
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 652-5 652-6
PP 651-5 652-0
S1 650-6 651-2

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

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