CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 23-May-2011

Day Change Summary
	Previous	Current
	20-May-2011	23-May-2011	Change	Change %	Previous Week
Open	665-0	671-2	6-2	0.9%	646-0
High	680-4	682-0	1-4	0.2%	685-2
Low	665-0	668-6	3-6	0.6%	645-0
Close	676-6	683-0	6-2	0.9%	676-6
Range	15-4	13-2	-2-2	-14.5%	40-2
ATR	15-2	15-1	-0-1	-0.9%	0-0
Volume	3,931	6,188	2,257	57.4%	22,866

Daily Pivots for day following 23-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	717-5	713-5	690-2
R3	704-3	700-3	686-5
R2	691-1	691-1	685-3
R1	687-1	687-1	684-2	689-1
PP	677-7	677-7	677-7	679-0
S1	673-7	673-7	681-6	675-7
S2	664-5	664-5	680-5
S3	651-3	660-5	679-3
S4	638-1	647-3	675-6

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	647-4	37-6	5.5%	14-3	2.1%	94%	False	False	5,241
10	685-2	631-6	53-4	7.8%	13-0	1.9%	96%	False	False	5,179

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	738-2
2.618	716-6
1.618	703-4
1.000	695-2
0.618	690-2
HIGH	682-0
0.618	677-0
0.500	675-3
0.382	673-6
LOW	668-6
0.618	660-4
1.000	655-4
1.618	647-2
2.618	634-0
4.250	612-4

Fisher Pivots for day following 23-May-2011
Pivot	1 day	3 day
R1	680-4	680-2
PP	677-7	677-5
S1	675-3	674-7

Download as Excel Spreadsheet

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

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