CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	562-0	564-0	2-0	0.4%	608-0
High	566-2	571-0	4-6	0.8%	613-4
Low	548-0	548-0	0-0	0.0%	570-6
Close	548-0	549-2	1-2	0.2%	577-6
Range	18-2	23-0	4-6	26.0%	42-6
ATR	14-1	14-6	0-5	4.5%	0-0
Volume	31,313	63,454	32,141	102.6%	217,365

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	625-1	610-1	561-7
R3	602-1	587-1	555-5
R2	579-1	579-1	553-4
R1	564-1	564-1	551-3	560-1
PP	556-1	556-1	556-1	554-0
S1	541-1	541-1	547-1	537-1
S2	533-1	533-1	545-0
S3	510-1	518-1	542-7
S4	487-1	495-1	536-5

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	600-0	548-0	52-0	9.5%	16-6	3.0%	2%	False	True	51,136
10	615-0	548-0	67-0	12.2%	12-6	2.3%	2%	False	True	43,604
20	615-0	548-0	67-0	12.2%	12-3	2.3%	2%	False	True	38,423

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	2-1
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	668-6
2.618	631-2
1.618	608-2
1.000	594-0
0.618	585-2
HIGH	571-0
0.618	562-2
0.500	559-4
0.382	556-6
LOW	548-0
0.618	533-6
1.000	525-0
1.618	510-6
2.618	487-6
4.250	450-2

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	559-4	565-4
PP	556-1	560-1
S1	552-5	554-5

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