CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 04-Mar-2011

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	654-0	664-4	10-4	1.6%	647-2
High	662-2	665-6	3-4	0.5%	665-6
Low	654-0	656-0	2-0	0.3%	641-0
Close	665-0	660-0	-5-0	-0.8%	660-0
Range	8-2	9-6	1-4	18.2%	24-6
ATR	12-1	11-7	-0-1	-1.4%	0-0
Volume	7,029	6,193	-836	-11.9%	34,176

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	689-7	684-5	665-3
R3	680-1	674-7	662-5
R2	670-3	670-3	661-6
R1	665-1	665-1	660-7	662-7
PP	660-5	660-5	660-5	659-4
S1	655-3	655-3	659-1	653-1
S2	650-7	650-7	658-2
S3	641-1	645-5	657-3
S4	631-3	635-7	654-5

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	729-7	719-5	673-5
R3	705-1	694-7	666-6
R2	680-3	680-3	664-4
R1	670-1	670-1	662-2	675-2
PP	655-5	655-5	655-5	658-1
S1	645-3	645-3	657-6	650-4
S2	630-7	630-7	655-4
S3	606-1	620-5	653-2
S4	581-3	595-7	646-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	665-6	641-0	24-6	3.8%	7-4	1.1%	77%	True	False	6,835
10	665-6	618-0	47-6	7.2%	9-3	1.4%	88%	True	False	6,654
20	665-6	618-0	47-6	7.2%	8-2	1.3%	88%	True	False	6,646
40	665-6	570-0	95-6	14.5%	7-7	1.2%	94%	True	False	6,269
60	665-6	541-2	124-4	18.9%	6-7	1.0%	95%	True	False	5,092

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	707-2
2.618	691-2
1.618	681-4
1.000	675-4
0.618	671-6
HIGH	665-6
0.618	662-0
0.500	660-7
0.382	659-6
LOW	656-0
0.618	650-0
1.000	646-2
1.618	640-2
2.618	630-4
4.250	614-4

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	660-7	657-6
PP	660-5	655-5
S1	660-2	653-3

Download as Excel Spreadsheet

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

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