CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 22-Mar-2011

Day Change Summary
	Previous	Current
	21-Mar-2011	22-Mar-2011	Change	Change %	Previous Week
Open	603-0	600-0	-3-0	-0.5%	569-0
High	609-4	610-4	1-0	0.2%	617-0
Low	597-0	600-0	3-0	0.5%	548-0
Close	609-4	612-2	2-6	0.5%	598-4
Range	12-4	10-4	-2-0	-16.0%	69-0
ATR	17-0	16-5	-0-4	-2.7%	0-0
Volume	79,918	35,736	-44,182	-55.3%	287,099

Daily Pivots for day following 22-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	639-1	636-1	618-0
R3	628-5	625-5	615-1
R2	618-1	618-1	614-1
R1	615-1	615-1	613-2	616-5
PP	607-5	607-5	607-5	608-2
S1	604-5	604-5	611-2	606-1
S2	597-1	597-1	610-3
S3	586-5	594-1	609-3
S4	576-1	583-5	606-4

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	11.3%	16-2	2.7%	93%	False	False	64,289
10	617-0	548-0	69-0	11.3%	15-0	2.4%	93%	False	False	56,171
20	617-0	548-0	69-0	11.3%	12-7	2.1%	93%	False	False	45,020

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	3-1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	655-1
2.618	638-0
1.618	627-4
1.000	621-0
0.618	617-0
HIGH	610-4
0.618	606-4
0.500	605-2
0.382	604-0
LOW	600-0
0.618	593-4
1.000	589-4
1.618	583-0
2.618	572-4
4.250	555-3

Fisher Pivots for day following 22-Mar-2011
Pivot	1 day	3 day
R1	609-7	609-1
PP	607-5	606-1
S1	605-2	603-0

Download as Excel Spreadsheet

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

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