CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 602-4 599-2 -3-2 -0.5% 588-6
High 605-2 600-6 -4-4 -0.7% 604-6
Low 601-2 597-2 -4-0 -0.7% 586-2
Close 605-2 598-4 -6-6 -1.1% 604-6
Range 4-0 3-4 -0-4 -12.5% 18-4
ATR 6-5 6-6 0-1 1.5% 0-0
Volume 8,345 8,481 136 1.6% 36,983
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 609-3 607-3 600-3
R3 605-7 603-7 599-4
R2 602-3 602-3 599-1
R1 600-3 600-3 598-7 599-5
PP 598-7 598-7 598-7 598-4
S1 596-7 596-7 598-1 596-1
S2 595-3 595-3 597-7
S3 591-7 593-3 597-4
S4 588-3 589-7 596-5
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
5 605-2 594-0 11-2 1.9% 4-2 0.7% 40% False False 8,514
10 605-2 586-2 19-0 3.2% 3-4 0.6% 64% False False 8,396
20 613-0 569-6 43-2 7.2% 4-1 0.7% 66% False False 8,211
40 618-0 564-2 53-6 9.0% 3-4 0.6% 64% False False 5,610
60 626-0 557-4 68-4 11.4% 3-6 0.6% 60% False False 4,445
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 0-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 615-5
2.618 609-7
1.618 606-3
1.000 604-2
0.618 602-7
HIGH 600-6
0.618 599-3
0.500 599-0
0.382 598-5
LOW 597-2
0.618 595-1
1.000 593-6
1.618 591-5
2.618 588-1
4.250 582-3
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 599-0 600-7
PP 598-7 600-1
S1 598-5 599-2

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

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