CME Pit-Traded Corn Future March 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 645-0 644-6 -0-2 0.0% 633-4
High 645-4 645-0 -0-4 -0.1% 649-4
Low 638-4 640-0 1-4 0.2% 628-0
Close 644-4 644-2 -0-2 0.0% 644-4
Range 7-0 5-0 -2-0 -28.6% 21-4
ATR 12-1 11-5 -0-4 -4.2% 0-0
Volume 127,505 124,938 -2,567 -2.0% 817,662
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 658-1 656-1 647-0
R3 653-1 651-1 645-5
R2 648-1 648-1 645-1
R1 646-1 646-1 644-6 644-5
PP 643-1 643-1 643-1 642-2
S1 641-1 641-1 643-6 639-5
S2 638-1 638-1 643-3
S3 633-1 636-1 642-7
S4 628-1 631-1 641-4
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 705-1 696-3 656-3
R3 683-5 674-7 650-3
R2 662-1 662-1 648-4
R1 653-3 653-3 646-4 657-6
PP 640-5 640-5 640-5 642-7
S1 631-7 631-7 642-4 636-2
S2 619-1 619-1 640-4
S3 597-5 610-3 638-5
S4 576-1 588-7 632-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 649-4 631-6 17-6 2.8% 8-3 1.3% 70% False False 158,804
10 649-4 617-0 32-4 5.0% 9-6 1.5% 84% False False 152,950
20 662-4 592-4 70-0 10.9% 9-3 1.5% 74% False False 154,557
40 664-0 560-0 104-0 16.1% 10-2 1.6% 81% False False 139,233
60 668-4 560-0 108-4 16.8% 10-7 1.7% 78% False False 138,967
80 674-0 560-0 114-0 17.7% 11-0 1.7% 74% False False 118,654
100 740-0 560-0 180-0 27.9% 11-5 1.8% 47% False False 102,659
120 788-0 560-0 228-0 35.4% 11-6 1.8% 37% False False 89,818
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 666-2
2.618 658-1
1.618 653-1
1.000 650-0
0.618 648-1
HIGH 645-0
0.618 643-1
0.500 642-4
0.382 641-7
LOW 640-0
0.618 636-7
1.000 635-0
1.618 631-7
2.618 626-7
4.250 618-6
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 643-5 643-2
PP 643-1 642-2
S1 642-4 641-2

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

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