CME Pit-Traded Corn Future July 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 655-4 653-0 -2-4 -0.4% 632-4
High 656-2 653-4 -2-6 -0.4% 658-4
Low 652-0 652-2 0-2 0.0% 639-0
Close 656-2 652-4 -3-6 -0.6% 655-4
Range 4-2 1-2 -3-0 -70.6% 19-4
ATR 10-1 9-5 -0-3 -4.3% 0-0
Volume 40,445 44,471 4,026 10.0% 234,799
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 656-4 655-6 653-2
R3 655-2 654-4 652-7
R2 654-0 654-0 652-6
R1 653-2 653-2 652-5 653-0
PP 652-6 652-6 652-6 652-5
S1 652-0 652-0 652-3 651-6
S2 651-4 651-4 652-2
S3 650-2 650-6 652-1
S4 649-0 649-4 651-6
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
5 658-4 646-0 12-4 1.9% 5-7 0.9% 52% False False 50,032
10 658-4 637-4 21-0 3.2% 6-3 1.0% 71% False False 49,516
20 667-0 604-0 63-0 9.7% 6-7 1.0% 77% False False 49,827
40 677-0 594-2 82-6 12.7% 7-0 1.1% 70% False False 37,947
60 677-6 594-2 83-4 12.8% 7-5 1.2% 70% False False 34,128
80 683-0 594-2 88-6 13.6% 7-6 1.2% 66% False False 30,397
100 737-0 594-2 142-6 21.9% 8-4 1.3% 41% False False 27,549
120 794-4 594-2 200-2 30.7% 8-4 1.3% 29% False False 24,716
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 658-6
2.618 656-6
1.618 655-4
1.000 654-6
0.618 654-2
HIGH 653-4
0.618 653-0
0.500 652-7
0.382 652-6
LOW 652-2
0.618 651-4
1.000 651-0
1.618 650-2
2.618 649-0
4.250 647-0
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 652-7 652-7
PP 652-6 652-6
S1 652-5 652-5

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

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