CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	659-2	646-0	-13-2	-2.0%	662-0
High	659-2	646-4	-12-6	-1.9%	662-0
Low	659-2	629-2	-30-0	-4.6%	629-2
Close	659-2	629-2	-30-0	-4.6%	659-2
Range	0-0	17-2	17-2		32-6
ATR	10-2	11-6	1-3	13.7%	0-0
Volume	5,724	5,127	-597	-10.4%	37,407

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	686-6	675-2	638-6
R3	669-4	658-0	634-0
R2	652-2	652-2	632-3
R1	640-6	640-6	630-7	637-7
PP	635-0	635-0	635-0	633-4
S1	623-4	623-4	627-5	620-5
S2	617-6	617-6	626-1
S3	600-4	606-2	624-4
S4	583-2	589-0	619-6

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	748-3	736-5	677-2
R3	715-5	703-7	668-2
R2	682-7	682-7	665-2
R1	671-1	671-1	662-2	660-5
PP	650-1	650-1	650-1	645-0
S1	638-3	638-3	656-2	627-7
S2	617-3	617-3	653-2
S3	584-5	605-5	650-2
S4	551-7	572-7	641-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	661-4	629-2	32-2	5.1%	9-4	1.5%	0%	False	True	6,502
10	662-6	629-2	33-4	5.3%	7-5	1.2%	0%	False	True	6,984
20	662-6	607-4	55-2	8.8%	6-7	1.1%	39%	False	False	5,494
40	662-6	570-0	92-6	14.7%	7-4	1.2%	64%	False	False	5,321
60	662-6	524-0	138-6	22.1%	6-1	1.0%	76%	False	False	4,474

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	719-6
2.618	691-5
1.618	674-3
1.000	663-6
0.618	657-1
HIGH	646-4
0.618	639-7
0.500	637-7
0.382	635-7
LOW	629-2
0.618	618-5
1.000	612-0
1.618	601-3
2.618	584-1
4.250	556-0

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	637-7	645-3
PP	635-0	640-0
S1	632-1	634-5

Download as Excel Spreadsheet

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

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