CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	651-0	641-0	-10-0	-1.5%	646-0
High	651-0	650-4	-0-4	-0.1%	657-0
Low	646-0	641-0	-5-0	-0.8%	618-0
Close	654-6	652-4	-2-2	-0.3%	646-0
Range	5-0	9-4	4-4	90.0%	39-0
ATR	12-1	12-2	0-1	0.9%	0-0
Volume	4,571	8,517	3,946	86.3%	26,644

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	676-4	674-0	657-6
R3	667-0	664-4	655-1
R2	657-4	657-4	654-2
R1	655-0	655-0	653-3	656-2
PP	648-0	648-0	648-0	648-5
S1	645-4	645-4	651-5	646-6
S2	638-4	638-4	650-6
S3	629-0	636-0	649-7
S4	619-4	626-4	647-2

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	631-4	25-4	3.9%	7-1	1.1%	82%	False	False	7,566
10	661-4	618-0	43-4	6.7%	9-0	1.4%	79%	False	False	6,867
20	662-6	618-0	44-6	6.9%	7-7	1.2%	77%	False	False	6,312
40	662-6	570-0	92-6	14.2%	8-1	1.2%	89%	False	False	6,092
60	662-6	533-2	129-4	19.8%	6-7	1.0%	92%	False	False	4,980

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 3 trading days

Fibonacci Retracements and Extensions
4.250	690-7
2.618	675-3
1.618	665-7
1.000	660-0
0.618	656-3
HIGH	650-4
0.618	646-7
0.500	645-6
0.382	644-5
LOW	641-0
0.618	635-1
1.000	631-4
1.618	625-5
2.618	616-1
4.250	600-5

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	650-2	650-3
PP	648-0	648-1
S1	645-6	646-0

Download as Excel Spreadsheet

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

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