CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 642-4 650-4 8-0 1.2% 639-4
High 652-2 651-2 -1-0 -0.2% 655-4
Low 642-0 646-4 4-4 0.7% 635-0
Close 649-4 650-6 1-2 0.2% 650-6
Range 10-2 4-6 -5-4 -53.7% 20-4
ATR 11-2 10-7 -0-4 -4.1% 0-0
Volume 48,606 61,942 13,336 27.4% 261,318
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 663-6 662-0 653-3
R3 659-0 657-2 652-0
R2 654-2 654-2 651-5
R1 652-4 652-4 651-1 653-3
PP 649-4 649-4 649-4 650-0
S1 647-6 647-6 650-3 648-5
S2 644-6 644-6 649-7
S3 640-0 643-0 649-4
S4 635-2 638-2 648-1
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 708-5 700-1 662-0
R3 688-1 679-5 656-3
R2 667-5 667-5 654-4
R1 659-1 659-1 652-5 663-3
PP 647-1 647-1 647-1 649-2
S1 638-5 638-5 648-7 642-7
S2 626-5 626-5 647-0
S3 606-1 618-1 645-1
S4 585-5 597-5 639-4
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% 7-3 1.1% 77% False False 52,263
10 655-4 620-0 35-4 5.5% 8-5 1.3% 87% False False 50,350
20 666-0 599-2 66-6 10.3% 8-0 1.2% 77% False False 52,034
40 671-0 587-0 84-0 12.9% 8-0 1.2% 76% False False 40,075
60 681-0 587-0 94-0 14.4% 8-4 1.3% 68% False False 36,046
80 681-0 587-0 94-0 14.4% 8-5 1.3% 68% False False 30,872
100 747-0 587-0 160-0 24.6% 9-0 1.4% 40% False False 27,186
120 792-0 587-0 205-0 31.5% 8-7 1.4% 31% False False 23,766
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 671-4
2.618 663-5
1.618 658-7
1.000 656-0
0.618 654-1
HIGH 651-2
0.618 649-3
0.500 648-7
0.382 648-3
LOW 646-4
0.618 643-5
1.000 641-6
1.618 638-7
2.618 634-1
4.250 626-2
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 650-1 650-1
PP 649-4 649-3
S1 648-7 648-6

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

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