CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 17-May-2011

Day Change Summary
	Previous	Current
	16-May-2011	17-May-2011	Change	Change %	Previous Week
Open	646-0	650-2	4-2	0.7%	658-2
High	655-4	663-4	8-0	1.2%	673-0
Low	645-0	647-4	2-4	0.4%	631-6
Close	646-2	663-4	17-2	2.7%	638-4
Range	10-4	16-0	5-4	52.4%	41-2
ATR
Volume	2,849	5,961	3,112	109.2%	29,525

Daily Pivots for day following 17-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	706-1	700-7	672-2
R3	690-1	684-7	667-7
R2	674-1	674-1	666-3
R1	668-7	668-7	665-0	671-4
PP	658-1	658-1	658-1	659-4
S1	652-7	652-7	662-0	655-4
S2	642-1	642-1	660-5
S3	626-1	636-7	659-1
S4	610-1	620-7	654-6

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	771-4	746-2	661-2
R3	730-2	705-0	649-7
R2	689-0	689-0	646-0
R1	663-6	663-6	642-2	655-6
PP	647-6	647-6	647-6	643-6
S1	622-4	622-4	634-6	614-4
S2	606-4	606-4	631-0
S3	565-2	581-2	627-1
S4	524-0	540-0	615-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	663-4	631-6	31-6	4.8%	12-6	1.9%	100%	True	False	5,037
10	676-0	631-6	44-2	6.7%	12-1	1.8%	72%	False	False	4,783

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-5
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	731-4
2.618	705-3
1.618	689-3
1.000	679-4
0.618	673-3
HIGH	663-4
0.618	657-3
0.500	655-4
0.382	653-5
LOW	647-4
0.618	637-5
1.000	631-4
1.618	621-5
2.618	605-5
4.250	579-4

Fisher Pivots for day following 17-May-2011
Pivot	1 day	3 day
R1	660-7	659-1
PP	658-1	654-7
S1	655-4	650-4

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