CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 600-6 602-4 1-6 0.3% 588-6
High 604-6 605-2 0-4 0.1% 604-6
Low 596-4 601-2 4-6 0.8% 586-2
Close 604-6 605-2 0-4 0.1% 604-6
Range 8-2 4-0 -4-2 -51.5% 18-4
ATR 6-7 6-5 -0-2 -3.0% 0-0
Volume 8,747 8,345 -402 -4.6% 36,983
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 615-7 614-5 607-4
R3 611-7 610-5 606-3
R2 607-7 607-7 606-0
R1 606-5 606-5 605-5 607-2
PP 603-7 603-7 603-7 604-2
S1 602-5 602-5 604-7 603-2
S2 599-7 599-7 604-4
S3 595-7 598-5 604-1
S4 591-7 594-5 603-0
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 654-1 647-7 614-7
R3 635-5 629-3 609-7
R2 617-1 617-1 608-1
R1 610-7 610-7 606-4 614-0
PP 598-5 598-5 598-5 600-1
S1 592-3 592-3 603-0 595-4
S2 580-1 580-1 601-3
S3 561-5 573-7 599-5
S4 543-1 555-3 594-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 605-2 590-0 15-2 2.5% 4-4 0.7% 100% True False 7,698
10 605-2 580-0 25-2 4.2% 3-6 0.6% 100% True False 8,345
20 615-4 569-6 45-6 7.6% 4-2 0.7% 78% False False 7,973
40 618-0 564-2 53-6 8.9% 3-4 0.6% 76% False False 5,465
60 626-0 557-4 68-4 11.3% 3-6 0.6% 70% False False 4,326
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 0-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 622-2
2.618 615-6
1.618 611-6
1.000 609-2
0.618 607-6
HIGH 605-2
0.618 603-6
0.500 603-2
0.382 602-6
LOW 601-2
0.618 598-6
1.000 597-2
1.618 594-6
2.618 590-6
4.250 584-2
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 604-5 603-6
PP 603-7 602-3
S1 603-2 600-7

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

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