CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 08-Mar-2011

Day Change Summary
	Previous	Current
	07-Mar-2011	08-Mar-2011	Change	Change %	Previous Week
Open	608-0	603-6	-4-2	-0.7%	604-0
High	610-4	613-4	3-0	0.5%	615-0
Low	601-4	603-6	2-2	0.4%	596-0
Close	610-4	610-0	-0-4	-0.1%	609-4
Range	9-0	9-6	0-6	8.3%	19-0
ATR	12-0	11-7	-0-1	-1.3%	0-0
Volume	27,016	31,388	4,372	16.2%	154,614

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	638-3	633-7	615-3
R3	628-5	624-1	612-5
R2	618-7	618-7	611-6
R1	614-3	614-3	610-7	616-5
PP	609-1	609-1	609-1	610-2
S1	604-5	604-5	609-1	606-7
S2	599-3	599-3	608-2
S3	589-5	594-7	607-3
S4	579-7	585-1	604-5

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%	10-0	1.6%	74%	False	False	31,291
10	615-0	574-6	40-2	6.6%	10-6	1.8%	88%	False	False	33,869
20	619-2	574-6	44-4	7.3%	10-6	1.8%	79%	False	False	34,351

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	655-0
2.618	639-0
1.618	629-2
1.000	623-2
0.618	619-4
HIGH	613-4
0.618	609-6
0.500	608-5
0.382	607-4
LOW	603-6
0.618	597-6
1.000	594-0
1.618	588-0
2.618	578-2
4.250	562-2

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	609-4	609-3
PP	609-1	608-7
S1	608-5	608-2

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