CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	574-6	589-4	14-6	2.6%	618-2
High	592-2	590-0	-2-2	-0.4%	619-2
Low	574-6	582-6	8-0	1.4%	585-4
Close	591-6	583-0	-8-6	-1.5%	612-4
Range	17-4	7-2	-10-2	-58.6%	33-6
ATR	12-4	12-2	-0-2	-2.0%	0-0
Volume	44,232	53,055	8,823	19.9%	177,649

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	607-0	602-2	587-0
R3	599-6	595-0	585-0
R2	592-4	592-4	584-3
R1	587-6	587-6	583-5	586-4
PP	585-2	585-2	585-2	584-5
S1	580-4	580-4	582-3	579-2
S2	578-0	578-0	581-5
S3	570-6	573-2	581-0
S4	563-4	566-0	579-0

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	6.8%	13-2	2.3%	21%	False	False	35,759
10	619-2	574-6	44-4	7.6%	11-5	2.0%	19%	False	False	38,048
20	619-2	574-6	44-4	7.6%	10-0	1.7%	19%	False	False	33,961

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	620-6
2.618	609-0
1.618	601-6
1.000	597-2
0.618	594-4
HIGH	590-0
0.618	587-2
0.500	586-3
0.382	585-4
LOW	582-6
0.618	578-2
1.000	575-4
1.618	571-0
2.618	563-6
4.250	552-0

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	586-3	588-1
PP	585-2	586-3
S1	584-1	584-6

Download as Excel Spreadsheet

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

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