CME Pit-Traded Corn Future July 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 | 
                        647-0 | 
                        654-4 | 
                        7-4 | 
                        1.2% | 
                        632-4 | 
                     
                    
                        | High | 
                        655-4 | 
                        655-6 | 
                        0-2 | 
                        0.0% | 
                        658-4 | 
                     
                    
                        | Low | 
                        646-0 | 
                        649-4 | 
                        3-4 | 
                        0.5% | 
                        639-0 | 
                     
                    
                        | Close | 
                        653-4 | 
                        655-4 | 
                        2-0 | 
                        0.3% | 
                        655-4 | 
                     
                    
                        | Range | 
                        9-4 | 
                        6-2 | 
                        -3-2 | 
                        -34.2% | 
                        19-4 | 
                     
                    
                        | ATR | 
                        10-7 | 
                        10-4 | 
                        -0-3 | 
                        -3.0% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        48,708 | 
                        54,849 | 
                        6,141 | 
                        12.6% | 
                        234,799 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                672-3 | 
                670-1 | 
                659-0 | 
                 | 
             
            
                | R3 | 
                666-1 | 
                663-7 | 
                657-2 | 
                 | 
             
            
                | R2 | 
                659-7 | 
                659-7 | 
                656-5 | 
                 | 
             
            
                | R1 | 
                657-5 | 
                657-5 | 
                656-1 | 
                658-6 | 
             
            
                | PP | 
                653-5 | 
                653-5 | 
                653-5 | 
                654-1 | 
             
            
                | S1 | 
                651-3 | 
                651-3 | 
                654-7 | 
                652-4 | 
             
            
                | S2 | 
                647-3 | 
                647-3 | 
                654-3 | 
                 | 
             
            
                | S3 | 
                641-1 | 
                645-1 | 
                653-6 | 
                 | 
             
            
                | S4 | 
                634-7 | 
                638-7 | 
                652-0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                709-4 | 
                702-0 | 
                666-2 | 
                 | 
             
            
                | R3 | 
                690-0 | 
                682-4 | 
                660-7 | 
                 | 
             
            
                | R2 | 
                670-4 | 
                670-4 | 
                659-1 | 
                 | 
             
            
                | R1 | 
                663-0 | 
                663-0 | 
                657-2 | 
                666-6 | 
             
            
                | PP | 
                651-0 | 
                651-0 | 
                651-0 | 
                652-7 | 
             
            
                | S1 | 
                643-4 | 
                643-4 | 
                653-6 | 
                647-2 | 
             
            
                | S2 | 
                631-4 | 
                631-4 | 
                651-7 | 
                 | 
             
            
                | S3 | 
                612-0 | 
                624-0 | 
                650-1 | 
                 | 
             
            
                | S4 | 
                592-4 | 
                604-4 | 
                644-6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                7-1 | 
                1.1% | 
                85% | 
                False | 
                False | 
                46,959 | 
                 
                
                | 10 | 
                658-4 | 
                623-0 | 
                35-4 | 
                5.4% | 
                8-0 | 
                1.2% | 
                92% | 
                False | 
                False | 
                50,839 | 
                 
                
                | 20 | 
                672-0 | 
                604-0 | 
                68-0 | 
                10.4% | 
                7-2 | 
                1.1% | 
                76% | 
                False | 
                False | 
                49,591 | 
                 
                
                | 40 | 
                677-0 | 
                594-2 | 
                82-6 | 
                12.6% | 
                7-3 | 
                1.1% | 
                74% | 
                False | 
                False | 
                37,245 | 
                 
                
                | 60 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.5% | 
                7-7 | 
                1.2% | 
                69% | 
                False | 
                False | 
                33,384 | 
                 
                
                | 80 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.5% | 
                8-3 | 
                1.3% | 
                69% | 
                False | 
                False | 
                29,941 | 
                 
                
                | 100 | 
                766-4 | 
                594-2 | 
                172-2 | 
                26.3% | 
                8-6 | 
                1.3% | 
                36% | 
                False | 
                False | 
                26,944 | 
                 
                
                | 120 | 
                794-4 | 
                594-2 | 
                200-2 | 
                30.5% | 
                8-4 | 
                1.3% | 
                31% | 
                False | 
                False | 
                24,106 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            682-2 | 
         
        
            | 
2.618             | 
            672-1 | 
         
        
            | 
1.618             | 
            665-7 | 
         
        
            | 
1.000             | 
            662-0 | 
         
        
            | 
0.618             | 
            659-5 | 
         
        
            | 
HIGH             | 
            655-6 | 
         
        
            | 
0.618             | 
            653-3 | 
         
        
            | 
0.500             | 
            652-5 | 
         
        
            | 
0.382             | 
            651-7 | 
         
        
            | 
LOW             | 
            649-4 | 
         
        
            | 
0.618             | 
            645-5 | 
         
        
            | 
1.000             | 
            643-2 | 
         
        
            | 
1.618             | 
            639-3 | 
         
        
            | 
2.618             | 
            633-1 | 
         
        
            | 
4.250             | 
            623-0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                654-4 | 
                                654-3 | 
                             
                            
                                | PP | 
                                653-5 | 
                                653-3 | 
                             
                            
                                | S1 | 
                                652-5 | 
                                652-2 | 
                             
             
         |