CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 01-Mar-2011

Day Change Summary
	Previous	Current
	28-Feb-2011	01-Mar-2011	Change	Change %	Previous Week
Open	604-0	608-2	4-2	0.7%	601-0
High	606-4	608-4	2-0	0.3%	611-0
Low	598-0	602-0	4-0	0.7%	574-6
Close	606-6	604-6	-2-0	-0.3%	601-6
Range	8-4	6-4	-2-0	-23.5%	36-2
ATR	13-0	12-4	-0-4	-3.6%	0-0
Volume	34,983	21,579	-13,404	-38.3%	146,917

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	624-5	621-1	608-3
R3	618-1	614-5	606-4
R2	611-5	611-5	606-0
R1	608-1	608-1	605-3	606-5
PP	605-1	605-1	605-1	604-2
S1	601-5	601-5	604-1	600-1
S2	598-5	598-5	603-4
S3	592-1	595-1	603-0
S4	585-5	588-5	601-1

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	704-5	689-3	621-6
R3	668-3	653-1	611-6
R2	632-1	632-1	608-3
R1	616-7	616-7	605-1	624-4
PP	595-7	595-7	595-7	599-5
S1	580-5	580-5	598-3	588-2
S2	559-5	559-5	595-1
S3	523-3	544-3	591-6
S4	487-1	508-1	581-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	611-0	574-6	36-2	6.0%	11-4	1.9%	83%	False	False	36,447
10	614-4	574-6	39-6	6.6%	12-5	2.1%	75%	False	False	34,315
20	619-2	574-6	44-4	7.4%	10-2	1.7%	67%	False	False	34,326

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0-7
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	636-1
2.618	625-4
1.618	619-0
1.000	615-0
0.618	612-4
HIGH	608-4
0.618	606-0
0.500	605-2
0.382	604-4
LOW	602-0
0.618	598-0
1.000	595-4
1.618	591-4
2.618	585-0
4.250	574-3

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	605-2	603-7
PP	605-1	602-7
S1	604-7	602-0

Download as Excel Spreadsheet

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

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