CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 07-Mar-2011

Day Change Summary
	Previous	Current
	04-Mar-2011	07-Mar-2011	Change	Change %	Previous Week
Open	614-4	608-0	-6-4	-1.1%	604-0
High	615-0	610-4	-4-4	-0.7%	615-0
Low	606-0	601-4	-4-4	-0.7%	596-0
Close	609-4	610-4	1-0	0.2%	609-4
Range	9-0	9-0	0-0	0.0%	19-0
ATR	12-2	12-0	-0-2	-1.9%	0-0
Volume	27,630	27,016	-614	-2.2%	154,614

Daily Pivots for day following 07-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	634-4	631-4	615-4
R3	625-4	622-4	613-0
R2	616-4	616-4	612-1
R1	613-4	613-4	611-3	615-0
PP	607-4	607-4	607-4	608-2
S1	604-4	604-4	609-5	606-0
S2	598-4	598-4	608-7
S3	589-4	595-4	608-0
S4	580-4	586-4	605-4

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%	9-3	1.5%	76%	False	False	29,329
10	615-0	574-6	40-2	6.6%	11-6	1.9%	89%	False	False	32,854
20	619-2	574-6	44-4	7.3%	10-4	1.7%	80%	False	False	34,277

Crabel Price Patterns
NR	False
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	0-6

Fibonacci Retracements and Extensions
4.250	648-6
2.618	634-0
1.618	625-0
1.000	619-4
0.618	616-0
HIGH	610-4
0.618	607-0
0.500	606-0
0.382	605-0
LOW	601-4
0.618	596-0
1.000	592-4
1.618	587-0
2.618	578-0
4.250	563-2

Fisher Pivots for day following 07-Mar-2011
Pivot	1 day	3 day
R1	609-0	609-6
PP	607-4	609-0
S1	606-0	608-2

Download as Excel Spreadsheet

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

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