CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 04-Mar-2011

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	606-4	614-4	8-0	1.3%	604-0
High	615-0	615-0	0-0	0.0%	615-0
Low	606-4	606-0	-0-4	-0.1%	596-0
Close	615-6	609-4	-6-2	-1.0%	609-4
Range	8-4	9-0	0-4	5.9%	19-0
ATR	12-3	12-2	-0-2	-1.5%	0-0
Volume	46,288	27,630	-18,658	-40.3%	154,614

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	637-1	632-3	614-4
R3	628-1	623-3	612-0
R2	619-1	619-1	611-1
R1	614-3	614-3	610-3	612-2
PP	610-1	610-1	610-1	609-1
S1	605-3	605-3	608-5	603-2
S2	601-1	601-1	607-7
S3	592-1	596-3	607-0
S4	583-1	587-3	604-4

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	663-7	655-5	620-0
R3	644-7	636-5	614-6
R2	625-7	625-7	613-0
R1	617-5	617-5	611-2	621-6
PP	606-7	606-7	606-7	608-7
S1	598-5	598-5	607-6	602-6
S2	587-7	587-7	606-0
S3	568-7	579-5	604-2
S4	549-7	560-5	599-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	615-0	596-0	19-0	3.1%	9-2	1.5%	71%	True	False	30,922
10	615-0	574-6	40-2	6.6%	11-5	1.9%	86%	True	False	32,733
20	619-2	574-6	44-4	7.3%	10-5	1.7%	78%	False	False	34,399

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	653-2
2.618	638-4
1.618	629-4
1.000	624-0
0.618	620-4
HIGH	615-0
0.618	611-4
0.500	610-4
0.382	609-4
LOW	606-0
0.618	600-4
1.000	597-0
1.618	591-4
2.618	582-4
4.250	567-6

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	610-4	608-1
PP	610-1	606-7
S1	609-7	605-4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols