CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 07-Mar-2011

Day Change Summary
	Previous	Current
	04-Mar-2011	07-Mar-2011	Change	Change %	Previous Week
Open	664-4	656-6	-7-6	-1.2%	647-2
High	665-6	660-4	-5-2	-0.8%	665-6
Low	656-0	651-4	-4-4	-0.7%	641-0
Close	660-0	661-4	1-4	0.2%	660-0
Range	9-6	9-0	-0-6	-7.7%	24-6
ATR	11-7	11-6	-0-2	-1.7%	0-0
Volume	6,193	9,618	3,425	55.3%	34,176

Daily Pivots for day following 07-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	684-7	682-1	666-4
R3	675-7	673-1	664-0
R2	666-7	666-7	663-1
R1	664-1	664-1	662-3	665-4
PP	657-7	657-7	657-7	658-4
S1	655-1	655-1	660-5	656-4
S2	648-7	648-7	659-7
S3	639-7	646-1	659-0
S4	630-7	637-1	656-4

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	3.7%	8-2	1.3%	83%	False	False	7,185
10	665-6	618-0	47-6	7.2%	10-2	1.6%	91%	False	False	7,043
20	665-6	618-0	47-6	7.2%	8-1	1.2%	91%	False	False	6,951
40	665-6	570-0	95-6	14.5%	7-7	1.2%	96%	False	False	6,422
60	665-6	546-4	119-2	18.0%	7-0	1.1%	96%	False	False	5,187

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	698-6
2.618	684-0
1.618	675-0
1.000	669-4
0.618	666-0
HIGH	660-4
0.618	657-0
0.500	656-0
0.382	655-0
LOW	651-4
0.618	646-0
1.000	642-4
1.618	637-0
2.618	628-0
4.250	613-2

Fisher Pivots for day following 07-Mar-2011
Pivot	1 day	3 day
R1	659-5	660-4
PP	657-7	659-5
S1	656-0	658-5

Download as Excel Spreadsheet

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

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