CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 15-Apr-2011

Day Change Summary
	Previous	Current
	14-Apr-2011	15-Apr-2011	Change	Change %	Previous Week
Open	640-6	654-0	13-2	2.1%	648-0
High	656-0	660-0	4-0	0.6%	660-0
Low	639-0	650-4	11-4	1.8%	627-2
Close	655-4	656-0	0-4	0.1%	656-0
Range	17-0	9-4	-7-4	-44.1%	32-6
ATR	14-6	14-3	-0-3	-2.5%	0-0
Volume	56,420	59,390	2,970	5.3%	270,705

Daily Pivots for day following 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	684-0	679-4	661-2
R3	674-4	670-0	658-5
R2	665-0	665-0	657-6
R1	660-4	660-4	656-7	662-6
PP	655-4	655-4	655-4	656-5
S1	651-0	651-0	655-1	653-2
S2	646-0	646-0	654-2
S3	636-4	641-4	653-3
S4	627-0	632-0	650-6

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	746-0	733-6	674-0
R3	713-2	701-0	665-0
R2	680-4	680-4	662-0
R1	668-2	668-2	659-0	674-3
PP	647-6	647-6	647-6	650-6
S1	635-4	635-4	653-0	641-5
S2	615-0	615-0	650-0
S3	582-2	602-6	647-0
S4	549-4	570-0	638-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	660-0	627-2	32-6	5.0%	14-5	2.2%	88%	True	False	54,141
10	660-0	627-2	32-6	5.0%	11-3	1.7%	88%	True	False	58,911
20	660-0	592-0	68-0	10.4%	10-5	1.6%	94%	True	False	52,841
40	660-0	548-0	112-0	17.1%	11-7	1.8%	96%	True	False	47,215

Crabel Price Patterns
NR	True
NR4	True
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	2-1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	700-3
2.618	684-7
1.618	675-3
1.000	669-4
0.618	665-7
HIGH	660-0
0.618	656-3
0.500	655-2
0.382	654-1
LOW	650-4
0.618	644-5
1.000	641-0
1.618	635-1
2.618	625-5
4.250	610-1

Fisher Pivots for day following 15-Apr-2011
Pivot	1 day	3 day
R1	655-6	653-1
PP	655-4	650-3
S1	655-2	647-4

Download as Excel Spreadsheet

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

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