CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	572-0	595-4	23-4	4.1%	569-0
High	579-2	617-0	37-6	6.5%	617-0
Low	572-0	589-0	17-0	3.0%	548-0
Close	579-2	598-4	19-2	3.3%	598-4
Range	7-2	28-0	20-6	286.2%	69-0
ATR	15-7	17-3	1-5	9.9%	0-0
Volume	83,123	59,215	-23,908	-28.8%	287,099

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	685-4	670-0	613-7
R3	657-4	642-0	606-2
R2	629-4	629-4	603-5
R1	614-0	614-0	601-1	621-6
PP	601-4	601-4	601-4	605-3
S1	586-0	586-0	595-7	593-6
S2	573-4	573-4	593-3
S3	545-4	558-0	590-6
S4	517-4	530-0	583-1

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	794-7	765-5	636-4
R3	725-7	696-5	617-4
R2	656-7	656-7	611-1
R1	627-5	627-5	604-7	642-2
PP	587-7	587-7	587-7	595-1
S1	558-5	558-5	592-1	573-2
S2	518-7	518-7	585-7
S3	449-7	489-5	579-4
S4	380-7	420-5	560-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	617-0	548-0	69-0	11.5%	18-1	3.0%	73%	True	False	57,419
10	617-0	548-0	69-0	11.5%	14-4	2.4%	73%	True	False	50,446
20	617-0	548-0	69-0	11.5%	13-1	2.2%	73%	True	False	41,589

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	2-6
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	736-0
2.618	690-2
1.618	662-2
1.000	645-0
0.618	634-2
HIGH	617-0
0.618	606-2
0.500	603-0
0.382	599-6
LOW	589-0
0.618	571-6
1.000	561-0
1.618	543-6
2.618	515-6
4.250	470-0

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	603-0	593-1
PP	601-4	587-7
S1	600-0	582-4

Download as Excel Spreadsheet

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

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