CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 28-Feb-2011

Day Change Summary
	Previous	Current
	25-Feb-2011	28-Feb-2011	Change	Change %	Previous Week
Open	640-6	647-2	6-4	1.0%	646-0
High	657-0	649-0	-8-0	-1.2%	657-0
Low	640-6	644-2	3-4	0.5%	618-0
Close	646-0	650-2	4-2	0.7%	646-0
Range	16-2	4-6	-11-4	-70.8%	39-0
ATR	13-2	12-5	-0-5	-4.6%	0-0
Volume	6,005	7,866	1,861	31.0%	26,644

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	662-1	660-7	652-7
R3	657-3	656-1	651-4
R2	652-5	652-5	651-1
R1	651-3	651-3	650-5	652-0
PP	647-7	647-7	647-7	648-1
S1	646-5	646-5	649-7	647-2
S2	643-1	643-1	649-3
S3	638-3	641-7	649-0
S4	633-5	637-1	647-5

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	757-3	740-5	667-4
R3	718-3	701-5	656-6
R2	679-3	679-3	653-1
R1	662-5	662-5	649-5	665-4
PP	640-3	640-3	640-3	641-6
S1	623-5	623-5	642-3	626-4
S2	601-3	601-3	638-7
S3	562-3	584-5	635-2
S4	523-3	545-5	624-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	657-0	618-0	39-0	6.0%	12-2	1.9%	83%	False	False	6,902
10	662-0	618-0	44-0	6.8%	9-7	1.5%	73%	False	False	7,191
20	662-6	617-0	45-6	7.0%	7-6	1.2%	73%	False	False	5,963
40	662-6	570-0	92-6	14.3%	8-1	1.2%	87%	False	False	5,873
60	662-6	533-2	129-4	19.9%	6-6	1.0%	90%	False	False	4,852

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

Fibonacci Retracements and Extensions
4.250	669-2
2.618	661-3
1.618	656-5
1.000	653-6
0.618	651-7
HIGH	649-0
0.618	647-1
0.500	646-5
0.382	646-1
LOW	644-2
0.618	641-3
1.000	639-4
1.618	636-5
2.618	631-7
4.250	624-0

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	649-0	648-2
PP	647-7	646-2
S1	646-5	644-2

Download as Excel Spreadsheet

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

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