CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	597-0	599-4	2-4	0.4%	603-0
High	603-0	601-0	-2-0	-0.3%	622-4
Low	594-2	592-0	-2-2	-0.4%	597-0
Close	600-2	595-2	-5-0	-0.8%	609-4
Range	8-6	9-0	0-2	2.9%	25-4
ATR	14-6	14-2	-0-3	-2.8%	0-0
Volume	36,299	39,381	3,082	8.5%	224,339

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	623-1	618-1	600-2
R3	614-1	609-1	597-6
R2	605-1	605-1	596-7
R1	600-1	600-1	596-1	598-1
PP	596-1	596-1	596-1	595-0
S1	591-1	591-1	594-3	589-1
S2	587-1	587-1	593-5
S3	578-1	582-1	592-6
S4	569-1	573-1	590-2

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	592-0	30-4	5.1%	10-6	1.8%	11%	False	True	42,061
10	622-4	572-0	50-4	8.5%	11-6	2.0%	46%	False	False	49,712
20	622-4	548-0	74-4	12.5%	12-2	2.1%	63%	False	False	46,658
40	622-4	548-0	74-4	12.5%	11-3	1.9%	63%	False	False	40,337

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2-0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	639-2
2.618	624-4
1.618	615-4
1.000	610-0
0.618	606-4
HIGH	601-0
0.618	597-4
0.500	596-4
0.382	595-4
LOW	592-0
0.618	586-4
1.000	583-0
1.618	577-4
2.618	568-4
4.250	553-6

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	596-4	601-6
PP	596-1	599-5
S1	595-5	597-3

Download as Excel Spreadsheet

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

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