CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 23-Feb-2011

Day Change Summary
	Previous	Current
	22-Feb-2011	23-Feb-2011	Change	Change %	Previous Week
Open	601-0	574-6	-26-2	-4.4%	618-2
High	601-4	592-2	-9-2	-1.5%	619-2
Low	582-4	574-6	-7-6	-1.3%	585-4
Close	582-4	591-6	9-2	1.6%	612-4
Range	19-0	17-4	-1-4	-7.9%	33-6
ATR	12-0	12-4	0-3	3.2%	0-0
Volume	21,244	44,232	22,988	108.2%	177,649

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	638-6	632-6	601-3
R3	621-2	615-2	596-4
R2	603-6	603-6	595-0
R1	597-6	597-6	593-3	600-6
PP	586-2	586-2	586-2	587-6
S1	580-2	580-2	590-1	583-2
S2	568-6	568-6	588-4
S3	551-2	562-6	587-0
S4	533-6	545-2	582-1

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	707-0	693-4	631-0
R3	673-2	659-6	621-6
R2	639-4	639-4	618-6
R1	626-0	626-0	615-5	615-7
PP	605-6	605-6	605-6	600-6
S1	592-2	592-2	609-3	582-1
S2	572-0	572-0	606-2
S3	538-2	558-4	603-2
S4	504-4	524-6	594-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	614-4	574-6	39-6	6.7%	13-2	2.2%	43%	False	True	34,059
10	619-2	574-6	44-4	7.5%	11-7	2.0%	38%	False	True	36,264
20	619-2	574-6	44-4	7.5%	10-2	1.7%	38%	False	True	32,930

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	True
Bull Hook	False
Stretch	0-7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	666-5
2.618	638-1
1.618	620-5
1.000	609-6
0.618	603-1
HIGH	592-2
0.618	585-5
0.500	583-4
0.382	581-3
LOW	574-6
0.618	563-7
1.000	557-2
1.618	546-3
2.618	528-7
4.250	500-3

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	589-0	594-3
PP	586-2	593-4
S1	583-4	592-5

Download as Excel Spreadsheet

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

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