CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Feb-2012 | 
                    06-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        654-4 | 
                        655-4 | 
                        1-0 | 
                        0.2% | 
                        632-4 | 
                     
                    
                        | High | 
                        655-6 | 
                        656-2 | 
                        0-4 | 
                        0.1% | 
                        658-4 | 
                     
                    
                        | Low | 
                        649-4 | 
                        652-0 | 
                        2-4 | 
                        0.4% | 
                        639-0 | 
                     
                    
                        | Close | 
                        655-4 | 
                        656-2 | 
                        0-6 | 
                        0.1% | 
                        655-4 | 
                     
                    
                        | Range | 
                        6-2 | 
                        4-2 | 
                        -2-0 | 
                        -32.0% | 
                        19-4 | 
                     
                    
                        | ATR | 
                        10-4 | 
                        10-1 | 
                        -0-4 | 
                        -4.3% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        54,849 | 
                        40,445 | 
                        -14,404 | 
                        -26.3% | 
                        234,799 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                667-5 | 
                666-1 | 
                658-5 | 
                 | 
             
            
                | R3 | 
                663-3 | 
                661-7 | 
                657-3 | 
                 | 
             
            
                | R2 | 
                659-1 | 
                659-1 | 
                657-0 | 
                 | 
             
            
                | R1 | 
                657-5 | 
                657-5 | 
                656-5 | 
                658-3 | 
             
            
                | PP | 
                654-7 | 
                654-7 | 
                654-7 | 
                655-2 | 
             
            
                | S1 | 
                653-3 | 
                653-3 | 
                655-7 | 
                654-1 | 
             
            
                | S2 | 
                650-5 | 
                650-5 | 
                655-4 | 
                 | 
             
            
                | S3 | 
                646-3 | 
                649-1 | 
                655-1 | 
                 | 
             
            
                | S4 | 
                642-1 | 
                644-7 | 
                653-7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                644-0 | 
                14-4 | 
                2.2% | 
                7-0 | 
                1.1% | 
                84% | 
                False | 
                False | 
                48,642 | 
                 
                
                | 10 | 
                658-4 | 
                626-0 | 
                32-4 | 
                5.0% | 
                7-6 | 
                1.2% | 
                93% | 
                False | 
                False | 
                50,018 | 
                 
                
                | 20 | 
                672-0 | 
                604-0 | 
                68-0 | 
                10.4% | 
                7-2 | 
                1.1% | 
                77% | 
                False | 
                False | 
                49,119 | 
                 
                
                | 40 | 
                677-0 | 
                594-2 | 
                82-6 | 
                12.6% | 
                7-3 | 
                1.1% | 
                75% | 
                False | 
                False | 
                37,332 | 
                 
                
                | 60 | 
                682-0 | 
                594-2 | 
                87-6 | 
                13.4% | 
                7-7 | 
                1.2% | 
                71% | 
                False | 
                False | 
                33,761 | 
                 
                
                | 80 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.5% | 
                7-7 | 
                1.2% | 
                70% | 
                False | 
                False | 
                30,234 | 
                 
                
                | 100 | 
                749-0 | 
                594-2 | 
                154-6 | 
                23.6% | 
                8-4 | 
                1.3% | 
                40% | 
                False | 
                False | 
                27,224 | 
                 
                
                | 120 | 
                794-4 | 
                594-2 | 
                200-2 | 
                30.5% | 
                8-4 | 
                1.3% | 
                31% | 
                False | 
                False | 
                24,376 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            674-2 | 
         
        
            | 
2.618             | 
            667-3 | 
         
        
            | 
1.618             | 
            663-1 | 
         
        
            | 
1.000             | 
            660-4 | 
         
        
            | 
0.618             | 
            658-7 | 
         
        
            | 
HIGH             | 
            656-2 | 
         
        
            | 
0.618             | 
            654-5 | 
         
        
            | 
0.500             | 
            654-1 | 
         
        
            | 
0.382             | 
            653-5 | 
         
        
            | 
LOW             | 
            652-0 | 
         
        
            | 
0.618             | 
            649-3 | 
         
        
            | 
1.000             | 
            647-6 | 
         
        
            | 
1.618             | 
            645-1 | 
         
        
            | 
2.618             | 
            640-7 | 
         
        
            | 
4.250             | 
            634-0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                655-4 | 
                                654-4 | 
                             
                            
                                | PP | 
                                654-7 | 
                                652-7 | 
                             
                            
                                | S1 | 
                                654-1 | 
                                651-1 | 
                             
             
         |