CME Pit-Traded Corn Future July 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 | 
                        658-4 | 
                        647-0 | 
                        -11-4 | 
                        -1.7% | 
                        627-4 | 
                     
                    
                        | High | 
                        658-4 | 
                        655-4 | 
                        -3-0 | 
                        -0.5% | 
                        653-0 | 
                     
                    
                        | Low | 
                        650-2 | 
                        646-0 | 
                        -4-2 | 
                        -0.7% | 
                        623-0 | 
                     
                    
                        | Close | 
                        651-6 | 
                        653-4 | 
                        1-6 | 
                        0.3% | 
                        651-0 | 
                     
                    
                        | Range | 
                        8-2 | 
                        9-4 | 
                        1-2 | 
                        15.2% | 
                        30-0 | 
                     
                    
                        | ATR | 
                        11-0 | 
                        10-7 | 
                        -0-1 | 
                        -1.0% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        61,687 | 
                        48,708 | 
                        -12,979 | 
                        -21.0% | 
                        273,599 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                680-1 | 
                676-3 | 
                658-6 | 
                 | 
             
            
                | R3 | 
                670-5 | 
                666-7 | 
                656-1 | 
                 | 
             
            
                | R2 | 
                661-1 | 
                661-1 | 
                655-2 | 
                 | 
             
            
                | R1 | 
                657-3 | 
                657-3 | 
                654-3 | 
                659-2 | 
             
            
                | PP | 
                651-5 | 
                651-5 | 
                651-5 | 
                652-5 | 
             
            
                | S1 | 
                647-7 | 
                647-7 | 
                652-5 | 
                649-6 | 
             
            
                | S2 | 
                642-1 | 
                642-1 | 
                651-6 | 
                 | 
             
            
                | S3 | 
                632-5 | 
                638-3 | 
                650-7 | 
                 | 
             
            
                | S4 | 
                623-1 | 
                628-7 | 
                648-2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                732-3 | 
                721-5 | 
                667-4 | 
                 | 
             
            
                | R3 | 
                702-3 | 
                691-5 | 
                659-2 | 
                 | 
             
            
                | R2 | 
                672-3 | 
                672-3 | 
                656-4 | 
                 | 
             
            
                | R1 | 
                661-5 | 
                661-5 | 
                653-6 | 
                667-0 | 
             
            
                | PP | 
                642-3 | 
                642-3 | 
                642-3 | 
                645-0 | 
             
            
                | S1 | 
                631-5 | 
                631-5 | 
                648-2 | 
                637-0 | 
             
            
                | S2 | 
                612-3 | 
                612-3 | 
                645-4 | 
                 | 
             
            
                | S3 | 
                582-3 | 
                601-5 | 
                642-6 | 
                 | 
             
            
                | S4 | 
                552-3 | 
                571-5 | 
                634-4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                658-4 | 
                639-0 | 
                19-4 | 
                3.0% | 
                7-0 | 
                1.1% | 
                74% | 
                False | 
                False | 
                47,262 | 
                 
                
                | 10 | 
                658-4 | 
                614-2 | 
                44-2 | 
                6.8% | 
                8-2 | 
                1.3% | 
                89% | 
                False | 
                False | 
                51,744 | 
                 
                
                | 20 | 
                672-0 | 
                604-0 | 
                68-0 | 
                10.4% | 
                7-4 | 
                1.1% | 
                73% | 
                False | 
                False | 
                48,738 | 
                 
                
                | 40 | 
                677-0 | 
                594-2 | 
                82-6 | 
                12.7% | 
                7-5 | 
                1.2% | 
                72% | 
                False | 
                False | 
                36,691 | 
                 
                
                | 60 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.6% | 
                7-6 | 
                1.2% | 
                67% | 
                False | 
                False | 
                32,758 | 
                 
                
                | 80 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.6% | 
                8-3 | 
                1.3% | 
                67% | 
                False | 
                False | 
                29,357 | 
                 
                
                | 100 | 
                768-6 | 
                594-2 | 
                174-4 | 
                26.7% | 
                8-6 | 
                1.3% | 
                34% | 
                False | 
                False | 
                26,514 | 
                 
                
                | 120 | 
                794-4 | 
                594-2 | 
                200-2 | 
                30.6% | 
                8-4 | 
                1.3% | 
                30% | 
                False | 
                False | 
                23,761 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            695-7 | 
         
        
            | 
2.618             | 
            680-3 | 
         
        
            | 
1.618             | 
            670-7 | 
         
        
            | 
1.000             | 
            665-0 | 
         
        
            | 
0.618             | 
            661-3 | 
         
        
            | 
HIGH             | 
            655-4 | 
         
        
            | 
0.618             | 
            651-7 | 
         
        
            | 
0.500             | 
            650-6 | 
         
        
            | 
0.382             | 
            649-5 | 
         
        
            | 
LOW             | 
            646-0 | 
         
        
            | 
0.618             | 
            640-1 | 
         
        
            | 
1.000             | 
            636-4 | 
         
        
            | 
1.618             | 
            630-5 | 
         
        
            | 
2.618             | 
            621-1 | 
         
        
            | 
4.250             | 
            605-5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                652-5 | 
                                652-6 | 
                             
                            
                                | PP | 
                                651-5 | 
                                652-0 | 
                             
                            
                                | S1 | 
                                650-6 | 
                                651-2 | 
                             
             
         |