CME Pit-Traded Corn Future September 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	647-2	651-0	3-6	0.6%	646-0
High	649-0	651-0	2-0	0.3%	657-0
Low	644-2	646-0	1-6	0.3%	618-0
Close	650-2	654-6	4-4	0.7%	646-0
Range	4-6	5-0	0-2	5.3%	39-0
ATR	12-5	12-1	-0-4	-4.3%	0-0
Volume	7,866	4,571	-3,295	-41.9%	26,644

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	665-5	665-1	657-4
R3	660-5	660-1	656-1
R2	655-5	655-5	655-5
R1	655-1	655-1	655-2	655-3
PP	650-5	650-5	650-5	650-6
S1	650-1	650-1	654-2	650-3
S2	645-5	645-5	653-7
S3	640-5	645-1	653-3
S4	635-5	640-1	652-0

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%	9-6	1.5%	94%	False	False	6,790
10	661-4	618-0	43-4	6.6%	9-5	1.5%	84%	False	False	6,646
20	662-6	618-0	44-6	6.8%	7-5	1.2%	82%	False	False	5,995
40	662-6	570-0	92-6	14.2%	8-1	1.2%	91%	False	False	5,918
60	662-6	533-2	129-4	19.8%	6-6	1.0%	94%	False	False	4,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	672-2
2.618	664-1
1.618	659-1
1.000	656-0
0.618	654-1
HIGH	651-0
0.618	649-1
0.500	648-4
0.382	647-7
LOW	646-0
0.618	642-7
1.000	641-0
1.618	637-7
2.618	632-7
4.250	624-6

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	652-5	652-6
PP	650-5	650-7
S1	648-4	648-7

Download as Excel Spreadsheet

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

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