CME Pit-Traded Corn Future September 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 598-2 601-0 2-6 0.5% 579-2
High 598-2 601-4 3-2 0.5% 594-0
Low 594-0 600-0 6-0 1.0% 574-2
Close 598-2 601-4 3-2 0.5% 594-0
Range 4-2 1-4 -2-6 -64.7% 19-6
ATR 7-0 6-6 -0-2 -3.8% 0-0
Volume 5,183 11,815 6,632 128.0% 45,636
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 605-4 605-0 602-3
R3 604-0 603-4 601-7
R2 602-4 602-4 601-6
R1 602-0 602-0 601-5 602-2
PP 601-0 601-0 601-0 601-1
S1 600-4 600-4 601-3 600-6
S2 599-4 599-4 601-2
S3 598-0 599-0 601-1
S4 596-4 597-4 600-5
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 646-5 640-1 604-7
R3 626-7 620-3 599-3
R2 607-1 607-1 597-5
R1 600-5 600-5 595-6 603-7
PP 587-3 587-3 587-3 589-0
S1 580-7 580-7 592-2 584-1
S2 567-5 567-5 590-3
S3 547-7 561-1 588-5
S4 528-1 541-3 583-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 601-4 586-2 15-2 2.5% 3-0 0.5% 100% True False 7,762
10 601-4 573-0 28-4 4.7% 3-4 0.6% 100% True False 7,830
20 615-4 569-6 45-6 7.6% 4-0 0.7% 69% False False 7,547
40 618-0 564-2 53-6 8.9% 3-2 0.5% 69% False False 5,166
60 636-2 557-4 78-6 13.1% 3-4 0.6% 56% False False 4,101
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 607-7
2.618 605-3
1.618 603-7
1.000 603-0
0.618 602-3
HIGH 601-4
0.618 600-7
0.500 600-6
0.382 600-5
LOW 600-0
0.618 599-1
1.000 598-4
1.618 597-5
2.618 596-1
4.250 593-5
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 601-2 599-5
PP 601-0 597-5
S1 600-6 595-6

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

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