CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 29-Mar-2011

Day Change Summary
	Previous	Current
	28-Mar-2011	29-Mar-2011	Change	Change %	Previous Week
Open	611-0	597-0	-14-0	-2.3%	603-0
High	611-4	603-0	-8-4	-1.4%	622-4
Low	596-4	594-2	-2-2	-0.4%	597-0
Close	597-0	600-2	3-2	0.5%	609-4
Range	15-0	8-6	-6-2	-41.7%	25-4
ATR	15-1	14-6	-0-4	-3.0%	0-0
Volume	54,771	36,299	-18,472	-33.7%	224,339

Daily Pivots for day following 29-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	625-3	621-5	605-0
R3	616-5	612-7	602-5
R2	607-7	607-7	601-7
R1	604-1	604-1	601-0	606-0
PP	599-1	599-1	599-1	600-1
S1	595-3	595-3	599-4	597-2
S2	590-3	590-3	598-5
S3	581-5	586-5	597-7
S4	572-7	577-7	595-4

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	686-1	673-3	623-4
R3	660-5	647-7	616-4
R2	635-1	635-1	614-1
R1	622-3	622-3	611-7	628-6
PP	609-5	609-5	609-5	612-7
S1	596-7	596-7	607-1	603-2
S2	584-1	584-1	604-7
S3	558-5	571-3	602-4
S4	533-1	545-7	595-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	622-4	594-2	28-2	4.7%	10-1	1.7%	21%	False	True	39,951
10	622-4	548-0	74-4	12.4%	13-1	2.2%	70%	False	False	52,120
20	622-4	548-0	74-4	12.4%	12-4	2.1%	70%	False	False	45,896
40	622-4	548-0	74-4	12.4%	11-3	1.9%	70%	False	False	40,111

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	2-4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	640-2
2.618	625-7
1.618	617-1
1.000	611-6
0.618	608-3
HIGH	603-0
0.618	599-5
0.500	598-5
0.382	597-5
LOW	594-2
0.618	588-7
1.000	585-4
1.618	580-1
2.618	571-3
4.250	557-0

Fisher Pivots for day following 29-Mar-2011
Pivot	1 day	3 day
R1	599-6	608-3
PP	599-1	605-5
S1	598-5	603-0

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