CME Pit-Traded Corn Future May 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 651-4 649-0 -2-4 -0.4% 639-4
High 651-4 649-2 -2-2 -0.3% 655-4
Low 647-0 646-4 -0-4 -0.1% 635-0
Close 651-2 648-4 -2-6 -0.4% 650-6
Range 4-4 2-6 -1-6 -38.9% 20-4
ATR 10-3 10-0 -0-3 -3.9% 0-0
Volume 43,597 58,872 15,275 35.0% 261,318
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 656-3 655-1 650-0
R3 653-5 652-3 649-2
R2 650-7 650-7 649-0
R1 649-5 649-5 648-6 648-7
PP 648-1 648-1 648-1 647-6
S1 646-7 646-7 648-2 646-1
S2 645-3 645-3 648-0
S3 642-5 644-1 647-6
S4 639-7 641-3 647-0
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
5 655-4 642-0 13-4 2.1% 6-2 1.0% 48% False False 58,576
10 655-4 632-0 23-4 3.6% 7-0 1.1% 70% False False 53,349
20 661-6 599-2 62-4 9.6% 7-6 1.2% 79% False False 51,785
40 671-0 587-0 84-0 13.0% 7-5 1.2% 73% False False 40,791
60 671-0 587-0 84-0 13.0% 8-2 1.3% 73% False False 36,676
80 681-0 587-0 94-0 14.5% 8-2 1.3% 65% False False 31,670
100 741-0 587-0 154-0 23.7% 9-0 1.4% 40% False False 28,034
120 792-0 587-0 205-0 31.6% 9-0 1.4% 30% False False 24,559
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 661-0
2.618 656-4
1.618 653-6
1.000 652-0
0.618 651-0
HIGH 649-2
0.618 648-2
0.500 647-7
0.382 647-4
LOW 646-4
0.618 644-6
1.000 643-6
1.618 642-0
2.618 639-2
4.250 634-6
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 648-2 649-0
PP 648-1 648-7
S1 647-7 648-5

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

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