CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	608-2	609-4	1-2	0.2%	601-0
High	608-4	610-0	1-4	0.2%	611-0
Low	602-0	596-0	-6-0	-1.0%	574-6
Close	604-6	605-4	0-6	0.1%	601-6
Range	6-4	14-0	7-4	115.4%	36-2
ATR	12-4	12-5	0-1	0.8%	0-0
Volume	21,579	24,134	2,555	11.8%	146,917

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	645-7	639-5	613-2
R3	631-7	625-5	609-3
R2	617-7	617-7	608-1
R1	611-5	611-5	606-6	607-6
PP	603-7	603-7	603-7	601-7
S1	597-5	597-5	604-2	593-6
S2	589-7	589-7	602-7
S3	575-7	583-5	601-5
S4	561-7	569-5	597-6

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	582-6	28-2	4.7%	10-7	1.8%	81%	False	False	32,427
10	614-4	574-6	39-6	6.6%	12-0	2.0%	77%	False	False	33,243
20	619-2	574-6	44-4	7.3%	10-5	1.8%	69%	False	False	34,016

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	669-4
2.618	646-5
1.618	632-5
1.000	624-0
0.618	618-5
HIGH	610-0
0.618	604-5
0.500	603-0
0.382	601-3
LOW	596-0
0.618	587-3
1.000	582-0
1.618	573-3
2.618	559-3
4.250	536-4

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	604-5	604-5
PP	603-7	603-7
S1	603-0	603-0

Download as Excel Spreadsheet

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

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