CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 20-May-2011

Day Change Summary
	Previous	Current
	19-May-2011	20-May-2011	Change	Change %	Previous Week
Open	684-4	665-0	-19-4	-2.8%	646-0
High	684-6	680-4	-4-2	-0.6%	685-2
Low	672-4	665-0	-7-4	-1.1%	645-0
Close	672-0	676-6	4-6	0.7%	676-6
Range	12-2	15-4	3-2	26.5%	40-2
ATR	0-0	15-2	15-2		0-0
Volume	5,182	3,931	-1,251	-24.1%	22,866

Daily Pivots for day following 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	720-5	714-1	685-2
R3	705-1	698-5	681-0
R2	689-5	689-5	679-5
R1	683-1	683-1	678-1	686-3
PP	674-1	674-1	674-1	675-6
S1	667-5	667-5	675-3	670-7
S2	658-5	658-5	673-7
S3	643-1	652-1	672-4
S4	627-5	636-5	668-2

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	789-6	773-4	698-7
R3	749-4	733-2	687-7
R2	709-2	709-2	684-1
R1	693-0	693-0	680-4	701-1
PP	669-0	669-0	669-0	673-0
S1	652-6	652-6	673-0	660-7
S2	628-6	628-6	669-3
S3	588-4	612-4	665-5
S4	548-2	572-2	654-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	685-2	645-0	40-2	5.9%	13-7	2.0%	79%	False	False	4,573
10	685-2	631-6	53-4	7.9%	12-6	1.9%	84%	False	False	5,239

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	1-3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	746-3
2.618	721-1
1.618	705-5
1.000	696-0
0.618	690-1
HIGH	680-4
0.618	674-5
0.500	672-6
0.382	670-7
LOW	665-0
0.618	655-3
1.000	649-4
1.618	639-7
2.618	624-3
4.250	599-1

Fisher Pivots for day following 20-May-2011
Pivot	1 day	3 day
R1	675-3	676-2
PP	674-1	675-5
S1	672-6	675-1

Download as Excel Spreadsheet

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

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