CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 711-4 722-4 11-0 1.5% 698-4
High 723-4 727-4 4-0 0.6% 716-4
Low 707-4 718-0 10-4 1.5% 666-0
Close 722-4 727-2 4-6 0.7% 712-0
Range 16-0 9-4 -6-4 -40.6% 50-4
ATR 16-6 16-2 -0-4 -3.1% 0-0
Volume 37,074 28,700 -8,374 -22.6% 398,429
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 752-6 749-4 732-4
R3 743-2 740-0 729-7
R2 733-6 733-6 729-0
R1 730-4 730-4 728-1 732-1
PP 724-2 724-2 724-2 725-0
S1 721-0 721-0 726-3 722-5
S2 714-6 714-6 725-4
S3 705-2 711-4 724-5
S4 695-6 702-0 722-0
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 849-5 831-3 739-6
R3 799-1 780-7 725-7
R2 748-5 748-5 721-2
R1 730-3 730-3 716-5 739-4
PP 698-1 698-1 698-1 702-6
S1 679-7 679-7 707-3 689-0
S2 647-5 647-5 702-6
S3 597-1 629-3 698-1
S4 546-5 578-7 684-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 727-4 666-0 61-4 8.5% 17-3 2.4% 100% True False 92,840
10 727-4 666-0 61-4 8.5% 15-4 2.1% 100% True False 110,621
20 727-4 659-0 68-4 9.4% 13-3 1.8% 100% True False 140,164
40 727-4 595-0 132-4 18.2% 13-3 1.8% 100% True False 153,695
60 727-4 556-0 171-4 23.6% 12-0 1.6% 100% True False 136,189
80 727-4 520-6 206-6 28.4% 12-1 1.7% 100% True False 137,253
100 727-4 502-0 225-4 31.0% 12-1 1.7% 100% True False 123,810
120 727-4 468-0 259-4 35.7% 12-0 1.7% 100% True False 113,296
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 767-7
2.618 752-3
1.618 742-7
1.000 737-0
0.618 733-3
HIGH 727-4
0.618 723-7
0.500 722-6
0.382 721-5
LOW 718-0
0.618 712-1
1.000 708-4
1.618 702-5
2.618 693-1
4.250 677-5
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 725-6 721-5
PP 724-2 715-7
S1 722-6 710-2

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

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