CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 09-Mar-2011

Day Change Summary
	Previous	Current
	08-Mar-2011	09-Mar-2011	Change	Change %	Previous Week
Open	603-6	611-0	7-2	1.2%	604-0
High	613-4	612-2	-1-2	-0.2%	615-0
Low	603-6	604-4	0-6	0.1%	596-0
Close	610-0	610-2	0-2	0.0%	609-4
Range	9-6	7-6	-2-0	-20.5%	19-0
ATR	11-7	11-4	-0-2	-2.5%	0-0
Volume	31,388	48,038	16,650	53.0%	154,614

Daily Pivots for day following 09-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	632-2	629-0	614-4
R3	624-4	621-2	612-3
R2	616-6	616-6	611-5
R1	613-4	613-4	611-0	611-2
PP	609-0	609-0	609-0	607-7
S1	605-6	605-6	609-4	603-4
S2	601-2	601-2	608-7
S3	593-4	598-0	608-1
S4	585-6	590-2	606-0

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	601-4	13-4	2.2%	8-6	1.4%	65%	False	False	36,072
10	615-0	582-6	32-2	5.3%	9-7	1.6%	85%	False	False	34,249
20	619-2	574-6	44-4	7.3%	10-7	1.8%	80%	False	False	35,256

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	645-2
2.618	632-4
1.618	624-6
1.000	620-0
0.618	617-0
HIGH	612-2
0.618	609-2
0.500	608-3
0.382	607-4
LOW	604-4
0.618	599-6
1.000	596-6
1.618	592-0
2.618	584-2
4.250	571-4

Fisher Pivots for day following 09-Mar-2011
Pivot	1 day	3 day
R1	609-5	609-3
PP	609-0	608-3
S1	608-3	607-4

Download as Excel Spreadsheet

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

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