CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 04-Apr-2011

Day Change Summary
	Previous	Current
	01-Apr-2011	04-Apr-2011	Change	Change %	Previous Week
Open	634-0	642-0	8-0	1.3%	611-0
High	643-0	645-0	2-0	0.3%	643-0
Low	628-0	638-6	10-6	1.7%	592-0
Close	637-4	645-4	8-0	1.3%	637-4
Range	15-0	6-2	-8-6	-58.3%	51-0
ATR	15-5	15-0	-0-5	-3.7%	0-0
Volume	78,606	104,203	25,597	32.6%	243,379

Daily Pivots for day following 04-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	661-7	659-7	649-0
R3	655-5	653-5	647-2
R2	649-3	649-3	646-5
R1	647-3	647-3	646-1	648-3
PP	643-1	643-1	643-1	643-4
S1	641-1	641-1	644-7	642-1
S2	636-7	636-7	644-3
S3	630-5	634-7	643-6
S4	624-3	628-5	642-0

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	777-1	758-3	665-4
R3	726-1	707-3	651-4
R2	675-1	675-1	646-7
R1	656-3	656-3	642-1	665-6
PP	624-1	624-1	624-1	628-7
S1	605-3	605-3	632-7	614-6
S2	573-1	573-1	628-1
S3	522-1	554-3	623-4
S4	471-1	503-3	609-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	645-0	592-0	53-0	8.2%	7-6	1.2%	101%	True	False	58,562
10	645-0	592-0	53-0	8.2%	9-1	1.4%	101%	True	False	49,200
20	645-0	548-0	97-0	15.0%	12-0	1.9%	101%	True	False	52,468
40	645-0	548-0	97-0	15.0%	11-2	1.7%	101%	True	False	43,373

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	1-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	671-4
2.618	661-3
1.618	655-1
1.000	651-2
0.618	648-7
HIGH	645-0
0.618	642-5
0.500	641-7
0.382	641-1
LOW	638-6
0.618	634-7
1.000	632-4
1.618	628-5
2.618	622-3
4.250	612-2

Fisher Pivots for day following 04-Apr-2011
Pivot	1 day	3 day
R1	644-2	642-0
PP	643-1	638-5
S1	641-7	635-1

Download as Excel Spreadsheet

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

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