CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 03-Mar-2011

Day Change Summary
	Previous	Current
	02-Mar-2011	03-Mar-2011	Change	Change %	Previous Week
Open	609-4	606-4	-3-0	-0.5%	601-0
High	610-0	615-0	5-0	0.8%	611-0
Low	596-0	606-4	10-4	1.8%	574-6
Close	605-4	615-6	10-2	1.7%	601-6
Range	14-0	8-4	-5-4	-39.3%	36-2
ATR	12-5	12-3	-0-2	-1.8%	0-0
Volume	24,134	46,288	22,154	91.8%	146,917

Daily Pivots for day following 03-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	637-7	635-3	620-3
R3	629-3	626-7	618-1
R2	620-7	620-7	617-2
R1	618-3	618-3	616-4	619-5
PP	612-3	612-3	612-3	613-0
S1	609-7	609-7	615-0	611-1
S2	603-7	603-7	614-2
S3	595-3	601-3	613-3
S4	586-7	592-7	611-1

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	615-0	593-0	22-0	3.6%	11-1	1.8%	103%	True	False	31,074
10	615-0	574-6	40-2	6.5%	12-2	2.0%	102%	True	False	33,416
20	619-2	574-6	44-4	7.2%	10-6	1.7%	92%	False	False	34,792

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	0-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	651-1
2.618	637-2
1.618	628-6
1.000	623-4
0.618	620-2
HIGH	615-0
0.618	611-6
0.500	610-6
0.382	609-6
LOW	606-4
0.618	601-2
1.000	598-0
1.618	592-6
2.618	584-2
4.250	570-3

Fisher Pivots for day following 03-Mar-2011
Pivot	1 day	3 day
R1	614-1	612-3
PP	612-3	608-7
S1	610-6	605-4

Download as Excel Spreadsheet

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

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