CME Pit-Traded Corn Future May 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 655-4 642-4 -13-0 -2.0% 624-0
High 655-4 652-2 -3-2 -0.5% 650-0
Low 646-4 642-0 -4-4 -0.7% 620-0
Close 648-2 649-4 1-2 0.2% 647-4
Range 9-0 10-2 1-2 13.9% 30-0
ATR 11-3 11-2 -0-1 -0.7% 0-0
Volume 79,864 48,606 -31,258 -39.1% 242,189
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 678-5 674-3 655-1
R3 668-3 664-1 652-3
R2 658-1 658-1 651-3
R1 653-7 653-7 650-4 656-0
PP 647-7 647-7 647-7 649-0
S1 643-5 643-5 648-4 645-6
S2 637-5 637-5 647-5
S3 627-3 633-3 646-5
S4 617-1 623-1 643-7
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 729-1 718-3 664-0
R3 699-1 688-3 655-6
R2 669-1 669-1 653-0
R1 658-3 658-3 650-2 663-6
PP 639-1 639-1 639-1 641-7
S1 628-3 628-3 644-6 633-6
S2 609-1 609-1 642-0
S3 579-1 598-3 639-2
S4 549-1 568-3 631-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 655-4 635-0 20-4 3.2% 7-6 1.2% 71% False False 49,943
10 655-4 610-4 45-0 6.9% 9-0 1.4% 87% False False 52,113
20 666-0 599-2 66-6 10.3% 8-2 1.3% 75% False False 51,067
40 671-0 587-0 84-0 12.9% 8-2 1.3% 74% False False 39,219
60 681-0 587-0 94-0 14.5% 8-4 1.3% 66% False False 35,302
80 681-0 587-0 94-0 14.5% 8-6 1.3% 66% False False 30,176
100 766-0 587-0 179-0 27.6% 9-1 1.4% 35% False False 26,687
120 792-0 587-0 205-0 31.6% 8-7 1.4% 30% False False 23,322
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 1-3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 695-6
2.618 679-1
1.618 668-7
1.000 662-4
0.618 658-5
HIGH 652-2
0.618 648-3
0.500 647-1
0.382 645-7
LOW 642-0
0.618 635-5
1.000 631-6
1.618 625-3
2.618 615-1
4.250 598-4
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 648-6 648-6
PP 647-7 648-0
S1 647-1 647-2

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

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