CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	569-0	562-0	-7-0	-1.2%	608-0
High	583-0	566-2	-16-6	-2.9%	613-4
Low	569-0	548-0	-21-0	-3.7%	570-6
Close	578-0	548-0	-30-0	-5.2%	577-6
Range	14-0	18-2	4-2	30.4%	42-6
ATR	12-7	14-1	1-2	9.5%	0-0
Volume	49,994	31,313	-18,681	-37.4%	217,365

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	608-7	596-5	558-0
R3	590-5	578-3	553-0
R2	572-3	572-3	551-3
R1	560-1	560-1	549-5	557-1
PP	554-1	554-1	554-1	552-4
S1	541-7	541-7	546-3	538-7
S2	535-7	535-7	544-5
S3	517-5	523-5	543-0
S4	499-3	505-3	538-0

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	715-5	689-3	601-2
R3	672-7	646-5	589-4
R2	630-1	630-1	585-5
R1	603-7	603-7	581-5	595-5
PP	587-3	587-3	587-3	583-2
S1	561-1	561-1	573-7	552-7
S2	544-5	544-5	569-7
S3	501-7	518-3	566-0
S4	459-1	475-5	554-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	612-2	548-0	64-2	11.7%	13-5	2.5%	0%	False	True	48,053
10	615-0	548-0	67-0	12.2%	11-7	2.2%	0%	False	True	39,672
20	615-0	548-0	67-0	12.2%	12-2	2.2%	0%	False	True	36,994

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-4
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	643-6
2.618	614-0
1.618	595-6
1.000	584-4
0.618	577-4
HIGH	566-2
0.618	559-2
0.500	557-1
0.382	555-0
LOW	548-0
0.618	536-6
1.000	529-6
1.618	518-4
2.618	500-2
4.250	470-4

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	557-1	566-0
PP	554-1	560-0
S1	551-0	554-0

Download as Excel Spreadsheet

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

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