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
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 4 trading days
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

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

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